Ichibanya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.96% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.98 | |
| 0.0723 | 19.67 | |
| 0.9122 | 189.89 | |
| 0.0208 | 2.16 |
Estimation Period:
Feb 25, 2000 to Feb 13, 2026
Feb 25, 2000 to Feb 13, 2026
News Impact Curve
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