AGC Inc/Japan MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.48% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0540 | 19.54 | |
| 0.8176 | 112.64 | |
| 0.0698 | 16.30 | |
| 0.0576 | 3.12 | |
| 0.0540 | 2.84 | |
| 0.9307 | 39.69 |
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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