ITOCHU Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.30% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 14.21 | |
| 0.1868 | 42.72 | |
| 0.9780 | 914.03 | |
| -0.0651 | -15.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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