Sansei Landic Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.93% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2130 | 18.43 | |
| 0.3259 | 17.40 | |
| 0.1060 | 4.99 | |
| 0.0417 | 1.30 | |
| 0.0757 | 2.05 | |
| 0.9170 | 21.84 |
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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