Japan Tobacco Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.17% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8978 | 7.75 | |
| 0.0875 | 1.89 | |
| 0.6766 | 3.81 | |
| -0.0104 | -0.27 |
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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