Sanden Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.75% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2650 | 8.83 | |
| 0.1719 | 6.53 | |
| 0.6532 | 16.17 | |
| -0.0547 | -1.68 | |
| 0.1621 | 3.23 | |
| -0.1818 | -4.93 | |
| 0.0725 | 2.01 | |
| 0.1056 | 2.69 | |
| -0.2408 | -5.08 | |
| 0.2146 | 3.98 | |
| -0.0747 | -1.58 | |
| -0.0812 | -1.50 | |
| 0.1991 | 2.03 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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