Japan Tobacco Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.29% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8622 | 11.67 | |
| 0.1179 | 5.88 | |
| 0.1644 | 2.84 | |
| 0.0829 | 1.56 |
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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