Japan Tobacco Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.48% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 14.64 | |
| 0.1118 | 27.09 | |
| 0.8717 | 191.05 |
Estimation Period:
Oct 27, 1994 to Feb 10, 2026
Oct 27, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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