Sanyo Chemical Inds Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.50% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1942 | 20.21 | |
| 0.0886 | 17.67 | |
| 0.8212 | 163.84 | |
| 0.0804 | 6.67 |
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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