Sagami Rubber Industries Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.48% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2644 | 14.47 | |
| 0.1559 | 32.07 | |
| 0.8214 | 134.83 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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