Sun A Kaken Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.86% (+9.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1052 | 22.14 | |
| 0.2907 | 42.44 | |
| 0.9539 | 380.96 | |
| -0.0011 | -0.11 |
Estimation Period:
Dec 4, 2000 to Feb 13, 2026
Dec 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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