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V-Lab

Dentsu Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.19% (-1.81%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dentsu Group Inc S0GARCH
paramt-stat
ω1.22893.53
α0.10846.30
β0.776122.82
γ1-0.1313-0.85
γ20.31601.52
γ3-0.2762-2.69
γ40.07020.77
γ50.13571.23
γ6-0.3022-2.65
γ70.39603.90
γ8-0.3932-3.59
γ90.34542.72
γ10-0.2354-2.17
Estimation Period:
Nov 30, 2001 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts