Japan Tobacco Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.33% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0884 | 13.26 | |
| 0.1217 | 32.11 | |
| 0.8573 | 199.51 | |
| 0.2940 | 7.43 |
Estimation Period:
Oct 27, 1994 to Jan 30, 2026
Oct 27, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Japan Tobacco Inc Analyses
Other AGARCH Analyses on International Equities