Itochu Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.92% (+5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3533 | 11.20 | |
| 0.2748 | 12.91 | |
| 0.6371 | 19.95 | |
| -0.0404 | -2.01 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
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