Sanno Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.80% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2449 | 21.20 | |
| 0.5806 | 40.36 | |
| -0.0568 | -3.58 | |
| 3.7239 | 1.16 | |
| 0.6746 | 0.98 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 25, 2007 to Feb 6, 2026
Oct 25, 2007 to Feb 6, 2026
News Impact Curve
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