Dentsu Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.75% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0836 | 15.72 | |
| 0.5985 | 25.22 | |
| 0.0959 | 10.09 | |
| 0.2312 | 0.59 | |
| 0.1075 | 0.66 | |
| 0.8419 | 3.33 |
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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