Sakai Chemical Industry Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.38% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0449 | 10.08 | |
| 0.6061 | 29.70 | |
| 0.1989 | 21.11 | |
| 0.0733 | 1.03 | |
| 0.0483 | 1.73 | |
| 0.9408 | 28.66 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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