Dentsu Soken Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.88% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5349 | 23.05 | |
| 0.1251 | 34.11 | |
| 0.7760 | 181.43 | |
| 0.7185 | 9.95 |
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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