Isetan Mitsukoshi Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.43% (+4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4306 | 9.08 | |
| 0.1109 | 8.77 | |
| 0.8389 | 52.39 | |
| 0.0019 | 3.76 |
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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