Sanno Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.50% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9222 | 19.06 | |
| 0.2680 | 19.45 | |
| 0.7202 | 94.59 | |
| -0.0746 | -4.14 |
Estimation Period:
Oct 25, 2007 to Feb 6, 2026
Oct 25, 2007 to Feb 6, 2026
News Impact Curve
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