Japan Tobacco Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.84% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9054 | 13.81 | |
| 0.1709 | 12.99 | |
| 0.1194 | 2.44 | |
| 0.0313 | 0.46 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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