Itokuro Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.67% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7054 | 23.46 | |
| 0.3122 | 14.75 | |
| 0.3003 | 15.87 | |
| 0.2599 | 4.46 |
Estimation Period:
Jul 30, 2015 to Feb 13, 2026
Jul 30, 2015 to Feb 13, 2026
News Impact Curve
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