Itochu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.65% (-7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9050 | 10.60 | |
| 0.1600 | 3.10 | |
| 0.3483 | 2.34 | |
| 0.0022 | 0.08 |
Estimation Period:
Apr 23, 2021 to Feb 13, 2026
Apr 23, 2021 to Feb 13, 2026
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