Itochu Enex Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.44% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1021 | 18.67 | |
| 0.0775 | 19.91 | |
| 0.8805 | 252.02 | |
| 0.0346 | 3.65 |
Estimation Period:
Jan 9, 1990 to Feb 13, 2026
Jan 9, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Itochu Enex Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities