ITOCHU Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.30% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0754 | 20.48 | |
| 0.0532 | 20.35 | |
| 0.8880 | 410.72 | |
| 0.0986 | 14.86 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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