Japan Tobacco Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.83% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 13.35 | |
| 0.1218 | 32.13 | |
| 0.8570 | 199.31 | |
| 0.2941 | 7.48 |
Estimation Period:
Oct 27, 1994 to Feb 13, 2026
Oct 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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