Isetan Mitsukoshi Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.32% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3217 | 6.21 | |
| 0.1112 | 8.73 | |
| 0.8375 | 51.60 | |
| -0.0012 | -0.38 | |
| 0.0052 | 1.20 | |
| -0.0055 | -2.71 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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