Dentsu Group Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.65% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1011 | 14.83 | |
| 0.1744 | 23.55 | |
| 0.9388 | 244.03 | |
| -0.0383 | -5.88 |
Estimation Period:
Nov 30, 2001 to Feb 10, 2026
Nov 30, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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