Ikegami Tsushinki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.48% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2681 | 16.51 | |
| 0.0789 | 17.69 | |
| 0.8692 | 241.71 | |
| 0.0502 | 6.01 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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