Sankyo Co Ltd (Machinery) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.29% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2060 | 4.52 | |
| 0.1452 | 7.70 | |
| 0.7282 | 18.49 | |
| 0.0437 | 0.65 | |
| -0.1515 | -1.60 | |
| 0.1693 | 2.82 | |
| -0.0288 | -0.57 | |
| -0.1418 | -2.88 | |
| 0.2366 | 3.82 | |
| -0.2170 | -2.95 | |
| 0.1786 | 2.08 | |
| -0.1280 | -1.46 | |
| 0.0302 | 0.49 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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