Sansei Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:89.21% (-7.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1614 | 19.52 | |
| 0.6668 | 65.35 | |
| 0.0657 | 5.27 | |
| 0.7035 | 2.53 | |
| 0.5410 | 3.21 | |
| 0.4152 | 2.23 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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