Asahi Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.14% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1514 | 23.51 | |
| 0.0635 | 19.17 | |
| 0.8427 | 207.46 | |
| 0.0796 | 9.54 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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