Sanko Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.19% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2793 | 25.62 | |
| 0.5145 | 38.30 | |
| -0.0750 | -4.17 | |
| 0.0591 | 3.09 | |
| 0.0682 | 4.29 | |
| 0.9237 | 53.45 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
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