Sanko Sangyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:143.47% (-8.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1665 | 12.18 | |
| 0.1150 | 14.19 | |
| 0.8934 | 148.73 | |
| -0.0550 | -6.02 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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