Dentsu Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.97% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4535 | 17.11 | |
| 0.0841 | 14.68 | |
| 0.7934 | 111.77 | |
| 0.0516 | 4.48 |
Estimation Period:
Nov 30, 2001 to Feb 13, 2026
Nov 30, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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