AGC Inc/Japan EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.55% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 9.96 | |
| 0.1419 | 32.13 | |
| 0.9774 | 620.94 | |
| -0.0452 | -10.13 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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