Ichitan Group Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.79% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1327 | 8.95 | |
| 0.0447 | 14.62 | |
| 0.9164 | 160.71 | |
| 0.0345 | 3.39 |
Estimation Period:
Apr 21, 2014 to Feb 6, 2026
Apr 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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