AGC Inc/Japan EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.84% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 9.92 | |
| 0.1415 | 32.12 | |
| 0.9775 | 624.18 | |
| -0.0455 | -10.20 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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