Sigma Koki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.76% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 11.72 | |
| 0.1234 | 17.72 | |
| 0.8769 | 202.62 | |
| -0.0007 | -0.07 |
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Nov 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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