Itcenpns Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.69% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7358 | 11.81 | |
| 0.1293 | 11.78 | |
| 0.8538 | 132.55 | |
| -0.0145 | -0.90 |
Estimation Period:
Nov 29, 2016 to Feb 13, 2026
Nov 29, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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