Dentsu Group Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.74% (-5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5944 | 21.59 | |
| 0.1378 | 30.49 | |
| 0.7333 | 115.25 | |
| 0.3587 | 6.30 |
Estimation Period:
Nov 30, 2001 to Jan 30, 2026
Nov 30, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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