AGC Inc/Japan GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.76% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0947 | 19.36 | |
| 0.0817 | 37.81 | |
| 0.8967 | 354.00 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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