Asahi Broadcasting Group Hol GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.61% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 20.24 | |
| 0.1419 | 17.50 | |
| 0.8489 | 190.46 | |
| 0.0185 | 1.57 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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