Sagami Rubber Industries Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.08% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2638 | 14.45 | |
| 0.1580 | 16.46 | |
| 0.8217 | 134.44 | |
| -0.0049 | -0.25 |
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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