Dentsu Group Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.37% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5747 | 21.45 | |
| 0.1336 | 30.15 | |
| 0.7414 | 119.90 | |
| 0.3763 | 6.47 |
Estimation Period:
Nov 30, 2001 to Feb 13, 2026
Nov 30, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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