Sajo Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.85% (-5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2064 | 25.48 | |
| 0.7624 | 109.11 | |
| -0.0699 | -6.00 | |
| 0.2927 | 2.85 | |
| 0.1184 | 3.42 | |
| 0.8608 | 20.86 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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