Itmedia Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.75% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0570 | 14.25 | |
| 0.2912 | 16.80 | |
| 0.6935 | 85.77 | |
| -0.0097 | -0.27 |
Estimation Period:
Apr 19, 2007 to Feb 13, 2026
Apr 19, 2007 to Feb 13, 2026
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