Dentsu Soken Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:74.43% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3865 | 20.77 | |
| 0.1010 | 26.68 | |
| 0.8361 | 160.40 |
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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