Dentsu Group Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.98% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5713 | 21.47 | |
| 0.1327 | 30.12 | |
| 0.7429 | 121.05 | |
| 0.3744 | 6.43 |
Estimation Period:
Nov 30, 2001 to Feb 20, 2026
Nov 30, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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