Japan Tobacco Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.26% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0863 | 13.23 | |
| 0.0741 | 18.15 | |
| 0.8689 | 198.21 | |
| 0.0814 | 6.51 |
Estimation Period:
Oct 27, 1994 to Feb 10, 2026
Oct 27, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Japan Tobacco Inc Analyses
Other GJR-GARCH Analyses on International Equities