Ck San-Etsu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.16% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 12.59 | |
| 0.0555 | 12.87 | |
| 0.9355 | 354.90 | |
| 0.0071 | 0.99 |
Estimation Period:
Feb 9, 1999 to Feb 13, 2026
Feb 9, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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