Japan Tobacco Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.68% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1042 | 4.35 | |
| 0.1349 | 2.18 | |
| 0.1179 | 5.76 | |
| 1.0107 | 0.15 | |
| 0.2336 | 0.44 | |
| 0.0000 | 0.00 |
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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