Sanden Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.91% (+11.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2121 | 14.19 | |
| 0.0647 | 12.64 | |
| 0.8872 | 167.71 | |
| 0.0520 | 6.95 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sanden Corporation Analyses
Other GJR-GARCH Analyses on International Equities