Cyber Agent Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.47% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 2.24 | |
| 0.0237 | 5.22 | |
| 0.9847 | 968.26 | |
| -0.0229 | -5.02 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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