IBJ Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.79% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.84 | |
| 0.1547 | 9.27 | |
| 0.0852 | 2.84 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
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