Sanwa Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.12% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1054 | 20.67 | |
| 0.0561 | 15.12 | |
| 0.8859 | 311.48 | |
| 0.0774 | 10.50 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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