Itmedia Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.56% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9944 | 7.25 | |
| 0.2405 | 6.73 | |
| 0.5431 | 9.11 | |
| 0.3309 | 3.03 | |
| -0.5653 | -2.82 | |
| 0.5457 | 2.89 | |
| -0.6578 | -3.63 | |
| 0.6565 | 4.13 | |
| -0.5851 | -4.61 | |
| 0.4956 | 3.30 | |
| -0.7262 | -1.65 |
Estimation Period:
Apr 19, 2007 to Feb 10, 2026
Apr 19, 2007 to Feb 10, 2026
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