Isetan Mitsukoshi Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.79% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2800 | 26.30 | |
| 0.1148 | 37.68 | |
| 0.8382 | 244.08 | |
| 0.4754 | 9.22 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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