IHI Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.22% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2324 | 17.38 | |
| 0.0714 | 21.05 | |
| 0.8715 | 328.12 | |
| 0.0616 | 7.73 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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