Sanno Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.45% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5251 | 5.25 | |
| 0.2433 | 6.72 | |
| 0.5926 | 12.99 | |
| 0.1964 | 1.79 | |
| -0.3256 | -1.95 | |
| 0.2458 | 2.12 | |
| -0.1903 | -1.97 | |
| 0.1160 | 1.15 | |
| -0.1443 | -1.24 | |
| 0.1865 | 1.87 |
Estimation Period:
Oct 25, 2007 to Feb 10, 2026
Oct 25, 2007 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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