Isetan Mitsukoshi Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:36.10% (-3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1221 | 22.82 | |
| 0.6186 | 36.74 | |
| 0.0579 | 7.56 | |
| 0.1558 | 1.81 | |
| 0.0791 | 2.32 | |
| 0.8948 | 18.72 |
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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