AGC Inc/Japan GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.85% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0948 | 19.35 | |
| 0.0818 | 37.80 | |
| 0.8966 | 353.41 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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