Sanyo Denki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.16% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3661 | 20.35 | |
| 0.0579 | 16.03 | |
| 0.8736 | 195.35 | |
| 0.0402 | 5.26 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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