Sakai Heavy Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.80% (+15.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2117 | 26.90 | |
| 0.5974 | 60.39 | |
| 0.0385 | 3.31 | |
| 0.1287 | 2.57 | |
| 0.1031 | 4.17 | |
| 0.8822 | 27.80 |
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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