Sanko Gosei Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.97% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7232 | 17.37 | |
| 0.1030 | 15.77 | |
| 0.8286 | 120.18 | |
| 0.0110 | 0.97 |
Estimation Period:
Mar 30, 1995 to Feb 13, 2026
Mar 30, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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