Isetan Mitsukoshi Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.30% (+11.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1233 | 23.31 | |
| 0.6268 | 38.83 | |
| 0.0555 | 7.32 | |
| 0.1454 | 1.90 | |
| 0.0740 | 2.48 | |
| 0.9018 | 21.48 |
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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