ITOCHU Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.45% (+6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2675 | 6.28 | |
| 0.1197 | 10.00 | |
| 0.8549 | 69.64 | |
| 0.0064 | 1.66 | |
| -0.0141 | -2.55 | |
| 0.0209 | 4.26 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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