Sanko Gosei Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.66% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9378 | 4.83 | |
| 0.1471 | 5.66 | |
| 0.6266 | 11.48 | |
| -0.1013 | -2.81 | |
| 0.1761 | 3.30 | |
| -0.1626 | -3.38 | |
| 0.1309 | 2.45 | |
| -0.0156 | -0.30 | |
| -0.0613 | -1.30 | |
| 0.0462 | 1.30 |
Estimation Period:
Mar 30, 1995 to Feb 13, 2026
Mar 30, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sanko Gosei Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities