Japan Tobacco Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.68% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 13.35 | |
| 0.1217 | 32.14 | |
| 0.8571 | 199.48 | |
| 0.2939 | 7.47 |
Estimation Period:
Oct 27, 1994 to Feb 20, 2026
Oct 27, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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