IHI Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:64.18% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0849 | 22.62 | |
| 0.7471 | 60.65 | |
| 0.0853 | 13.55 | |
| 0.1676 | 3.54 | |
| 0.0585 | 3.16 | |
| 0.9194 | 37.77 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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