Sakura KCS Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.43% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 9.35 | |
| 0.1089 | 20.88 | |
| 0.9222 | 417.29 | |
| -0.0622 | -8.33 |
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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