Japan Tobacco Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.54% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 11.49 | |
| 0.2304 | 30.85 | |
| 0.9587 | 290.00 | |
| -0.0459 | -6.26 |
Estimation Period:
Oct 27, 1994 to Feb 13, 2026
Oct 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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