Sankyo Co Ltd (Machinery) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.65% (+6.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 15.97 | |
| 0.0696 | 19.70 | |
| 0.8941 | 265.00 | |
| 0.0401 | 5.56 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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