Sega Sammy Hldgs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.85% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3762 | 17.26 | |
| 0.1140 | 17.03 | |
| 0.8294 | 130.61 | |
| -0.0072 | -0.54 |
Estimation Period:
Dec 29, 1999 to Feb 13, 2026
Dec 29, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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