Sanko Gosei Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.07% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1524 | 17.36 | |
| 0.1893 | 26.58 | |
| 0.9455 | 258.83 | |
| -0.0065 | -0.94 |
Estimation Period:
Mar 30, 1995 to Feb 10, 2026
Mar 30, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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