Sansei Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:92.86% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2877 | 14.37 | |
| 0.1810 | 12.81 | |
| 0.7962 | 198.81 | |
| 0.0456 | 1.58 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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