Itochu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.32% (+8.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2907 | 15.10 | |
| 0.1293 | 7.90 | |
| 0.3360 | 8.89 | |
| 0.0726 | 1.72 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
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