Trend Micro Inc/Japan AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.02% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2128 | 14.89 | |
| 0.1122 | 39.82 | |
| 0.8585 | 255.26 | |
| 0.3149 | 4.31 |
Estimation Period:
Aug 18, 1998 to Jan 30, 2026
Aug 18, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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