Sakai Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.22% (+12.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4886 | 9.10 | |
| 0.2173 | 8.54 | |
| 0.6538 | 20.55 | |
| 0.0909 | 3.13 | |
| -0.1220 | -2.43 | |
| 0.0211 | 0.53 | |
| 0.0372 | 1.24 | |
| -0.0634 | -2.83 | |
| 0.0656 | 2.93 | |
| -0.0540 | -1.65 | |
| 0.0388 | 0.83 |
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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