Sansei Landic Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.75% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 10.50 | |
| 0.0629 | 14.46 | |
| 0.9343 | 340.35 | |
| 0.0010 | 0.14 |
Estimation Period:
Dec 13, 2011 to Feb 13, 2026
Dec 13, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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