Renet Japan Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.36% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2545 | 17.67 | |
| 0.2019 | 18.07 | |
| 0.6516 | 49.73 | |
| 0.9805 | 6.20 |
Estimation Period:
Dec 20, 2016 to Feb 13, 2026
Dec 20, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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