ITOCHU Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.11% (+4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6444 | 5.13 | |
| 0.0759 | 51.67 | |
| 0.9929 | 689.54 | |
| 6.0253 | 11.30 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
Other ITOCHU Corp Analyses
Other GAS-GARCH Student T Analyses on International Equities