Japan Tobacco Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.96% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9003 | 13.18 | |
| 0.1704 | 12.83 | |
| 0.1238 | 2.39 |
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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