AGC Inc/Japan AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.81% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0875 | 14.00 | |
| 0.0795 | 39.94 | |
| 0.8960 | 392.82 | |
| 0.4384 | 12.28 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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