Itochu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.81% (-5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1243 | 8.86 | |
| 0.3642 | 5.33 | |
| 0.0887 | 4.23 | |
| 1.0187 | 0.04 | |
| 0.0504 | 0.04 | |
| 0.5739 | 0.06 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
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