AGC Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.18% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 13.80 | |
| 0.0446 | 16.41 | |
| 0.9039 | 393.34 | |
| 0.0605 | 8.23 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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