Sankyo Tateyama Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.61% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2137 | 18.40 | |
| 0.3124 | 29.08 | |
| 0.8628 | 111.72 | |
| -0.0146 | -1.61 |
Estimation Period:
Dec 3, 2012 to Jan 30, 2026
Dec 3, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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