Japan Tobacco Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.44% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9002 | 9.31 | |
| 0.0873 | 1.89 | |
| 0.6783 | 3.81 | |
| -0.0091 | -0.99 |
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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