ITOCHU Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.33% (+4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 14.48 | |
| 0.1878 | 42.86 | |
| 0.9778 | 916.44 | |
| -0.0646 | -14.86 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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