Sankyo Co Ltd (Machinery) Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.87% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2691 | 4.72 | |
| 0.1423 | 7.61 | |
| 0.7328 | 18.56 | |
| 0.0749 | 1.12 | |
| -0.2007 | -2.13 | |
| 0.1989 | 3.31 | |
| -0.0445 | -0.87 | |
| -0.1393 | -2.84 | |
| 0.2416 | 3.90 | |
| -0.2198 | -2.96 | |
| 0.1684 | 1.91 | |
| -0.0883 | -0.90 | |
| -0.0851 | -0.62 |
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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