Sakura Rubber Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.56% (+4.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 12.64 | |
| 0.0547 | 16.16 | |
| 0.9445 | 353.48 | |
| 0.0017 | 0.26 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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