Izumi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.46% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6186 | 24.91 | |
| 0.1444 | 17.22 | |
| 0.6626 | 81.27 | |
| 0.1348 | 5.99 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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