Fuso Dentsu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.52% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1172 | 14.71 | |
| 0.0587 | 17.08 | |
| 0.9223 | 317.04 | |
| 0.0083 | 1.44 |
Estimation Period:
Aug 29, 1996 to Feb 13, 2026
Aug 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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