Itoham Yonekyu Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.59% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 19.10 | |
| 0.0604 | 21.08 | |
| 0.8889 | 321.25 | |
| 0.0445 | 6.40 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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