Ito Yogyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.22% (-5.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1702 | 4.03 | |
| 0.2732 | 7.24 | |
| 0.6059 | 14.41 | |
| -0.2185 | -1.23 | |
| 0.5226 | 2.07 | |
| -0.6296 | -3.77 | |
| 0.6076 | 3.39 | |
| -0.4446 | -2.20 | |
| 0.1201 | 0.50 | |
| 0.2140 | 0.91 | |
| -0.5733 | -3.07 | |
| 0.9462 | 5.50 | |
| -0.7823 | -5.46 |
Estimation Period:
Mar 15, 2000 to Feb 10, 2026
Mar 15, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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