Izawa Towel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.67% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2923 | 3.34 | |
| 0.4756 | 3.62 | |
| 0.7605 | 25.71 | |
| -0.4722 | -3.54 |
Estimation Period:
Jun 20, 2025 to Feb 13, 2026
Jun 20, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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