Dentsu Soken Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:78.30% (-6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4631 | 20.30 | |
| 0.0569 | 12.34 | |
| 0.8143 | 151.06 | |
| 0.1093 | 9.18 |
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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