ITOCHU Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.18% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 20.36 | |
| 0.0525 | 20.18 | |
| 0.8885 | 411.94 | |
| 0.0988 | 14.94 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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