Fuso Dentsu Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.38% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1168 | 14.68 | |
| 0.0629 | 25.48 | |
| 0.9224 | 321.40 |
Estimation Period:
Aug 29, 1996 to Feb 10, 2026
Aug 29, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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