Ito Yogyo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:96.71% (+16.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1126 | 4.04 | |
| 0.2744 | 6.62 | |
| 0.5851 | 13.23 | |
| -0.2324 | -1.34 | |
| 0.5485 | 2.23 | |
| -0.6558 | -4.07 | |
| 0.6388 | 3.67 | |
| -0.4821 | -2.45 | |
| 0.1628 | 0.69 | |
| 0.1548 | 0.67 | |
| -0.4485 | -2.38 | |
| 0.6486 | 3.09 | |
| 0.0613 | 0.17 |
Estimation Period:
Mar 15, 2000 to Feb 13, 2026
Mar 15, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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