Sakura KCS Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.60% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 14.41 | |
| 0.1873 | 28.15 | |
| 0.9857 | 950.55 | |
| 0.0442 | 4.89 |
Estimation Period:
Jun 8, 2000 to Feb 13, 2026
Jun 8, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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