ITOCHU Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.34% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0828 | 24.47 | |
| 0.1130 | 41.20 | |
| 0.8752 | 336.89 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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