Japan Tobacco Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.94% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0806 | 14.63 | |
| 0.1116 | 27.09 | |
| 0.8719 | 191.38 |
Estimation Period:
Oct 27, 1994 to Feb 20, 2026
Oct 27, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Japan Tobacco Inc Analyses
Other GARCH Analyses on International Equities