Isetan Mitsukoshi Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.26% (+4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3236 | 6.19 | |
| 0.1113 | 8.74 | |
| 0.8379 | 51.80 | |
| -0.0012 | -0.38 | |
| 0.0052 | 1.20 | |
| -0.0055 | -2.72 |
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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