AGC Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.66% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 13.74 | |
| 0.0445 | 16.42 | |
| 0.9039 | 392.67 | |
| 0.0605 | 8.23 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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