Dentsu Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.19% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2289 | 3.53 | |
| 0.1084 | 6.30 | |
| 0.7761 | 22.82 | |
| -0.1313 | -0.85 | |
| 0.3160 | 1.52 | |
| -0.2762 | -2.69 | |
| 0.0702 | 0.77 | |
| 0.1357 | 1.23 | |
| -0.3022 | -2.65 | |
| 0.3960 | 3.90 | |
| -0.3932 | -3.59 | |
| 0.3454 | 2.72 | |
| -0.2354 | -2.17 |
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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