Isetan Mitsukoshi Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.61% (+4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1619 | 15.80 | |
| 0.0558 | 17.42 | |
| 0.8948 | 214.73 | |
| 0.0492 | 6.36 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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