Dentsu Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.33% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0835 | 15.72 | |
| 0.6003 | 25.38 | |
| 0.0957 | 10.08 | |
| 0.2300 | 0.59 | |
| 0.1069 | 0.66 | |
| 0.8428 | 3.37 |
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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