Itsumo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.80% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4689 | 13.09 | |
| 0.3535 | 12.26 | |
| 0.5646 | 28.75 | |
| -0.0660 | -1.57 |
Estimation Period:
Dec 22, 2020 to Feb 13, 2026
Dec 22, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Itsumo Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities