Dentsu Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.69% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4524 | 17.11 | |
| 0.0840 | 14.68 | |
| 0.7938 | 112.12 | |
| 0.0516 | 4.49 |
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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