AGC Inc/Japan EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.79% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 10.01 | |
| 0.1420 | 32.14 | |
| 0.9773 | 622.50 | |
| -0.0452 | -10.11 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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