Itoki Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.26% (+29.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5557 | 27.07 | |
| 0.1034 | 20.21 | |
| 0.7853 | 158.26 | |
| 0.0636 | 6.05 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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