Japan Tobacco Inc MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.97% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 5.59 | |
| 0.0032 | 3.15 | |
| 0.9848 | 577.94 |
Estimation Period:
Apr 26, 2021 to Feb 13, 2026
Apr 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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