Dentsu Soken Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.57% (-4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 19.08 | |
| 0.1951 | 25.96 | |
| 0.9336 | 278.37 | |
| -0.0586 | -9.90 |
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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