AGC Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.21% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 13.76 | |
| 0.0442 | 16.33 | |
| 0.9042 | 395.37 | |
| 0.0609 | 8.31 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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