ITOCHU Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.05% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7350 | 5.13 | |
| 0.0764 | 51.84 | |
| 0.9930 | 692.92 | |
| 6.0409 | 11.33 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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