Dentsu Group Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.91% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4446 | 17.43 | |
| 0.1104 | 25.10 | |
| 0.7952 | 109.86 |
Estimation Period:
Nov 30, 2001 to Feb 20, 2026
Nov 30, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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