Dentsu Group Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.82% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4478 | 17.45 | |
| 0.1112 | 25.16 | |
| 0.7938 | 109.13 |
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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