Sakai Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.40% (+13.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5972 | 26.52 | |
| 0.1643 | 24.30 | |
| 0.7446 | 125.63 | |
| 0.0641 | 5.26 |
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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