Dentsu Group Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.30% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4473 | 17.45 | |
| 0.1112 | 25.17 | |
| 0.7940 | 109.32 |
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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