Sanko Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.08% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 19.74 | |
| 0.1293 | 25.26 | |
| 0.8844 | 275.79 | |
| -0.0275 | -2.78 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities