Sankyo Co Ltd (Machinery) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.37% (+13.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0979 | 19.44 | |
| 0.6335 | 62.83 | |
| 0.1531 | 17.88 | |
| 0.0125 | 2.86 | |
| 0.0182 | 5.38 | |
| 0.9788 | 255.43 |
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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