Japan Tobacco Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.04% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 7.10 | |
| 0.1922 | 10.06 | |
| 0.8375 | 42.65 | |
| -0.0498 | -3.41 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Japan Tobacco Inc Analyses
Other EGARCH Analyses on International Equities