Japan Tobacco Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.87% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 14.63 | |
| 0.1117 | 27.09 | |
| 0.8718 | 191.19 |
Estimation Period:
Oct 27, 1994 to Feb 13, 2026
Oct 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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