Dentsu Group Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.01% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1013 | 14.83 | |
| 0.1745 | 23.54 | |
| 0.9386 | 243.49 | |
| -0.0383 | -5.88 |
Estimation Period:
Nov 30, 2001 to Feb 13, 2026
Nov 30, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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