Sun A Kaken Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.98% (+12.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1536 | 15.18 | |
| 0.1480 | 19.22 | |
| 0.8318 | 172.17 | |
| 0.0195 | 1.50 |
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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