ITOCHU Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.50% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2692 | 6.29 | |
| 0.1202 | 10.04 | |
| 0.8543 | 69.54 | |
| 0.0064 | 1.67 | |
| -0.0142 | -2.57 | |
| 0.0212 | 4.35 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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