Sajo Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.82% (-4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2068 | 25.51 | |
| 0.7617 | 108.92 | |
| -0.0699 | -5.99 | |
| 0.2923 | 2.84 | |
| 0.1183 | 3.43 | |
| 0.8609 | 20.89 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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