Sakurasaku Plus Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.99% (-6.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4306 | 21.19 | |
| 0.6720 | 10.05 | |
| 0.1770 | 8.65 | |
| -0.4574 | -5.10 |
Estimation Period:
Oct 28, 2020 to Feb 13, 2026
Oct 28, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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