Sanko Sangyo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:123.85% (-26.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7196 | 3.70 | |
| 0.1988 | 6.10 | |
| 0.6638 | 17.22 | |
| 0.3369 | 2.52 | |
| -0.5305 | -2.85 | |
| 0.3768 | 3.35 | |
| -0.3551 | -2.57 | |
| 0.2635 | 1.67 | |
| -0.1300 | -0.97 | |
| 0.0863 | 0.56 | |
| 0.0294 | 0.14 | |
| -0.2860 | -1.23 | |
| 0.5838 | 1.96 |
Estimation Period:
Jan 23, 1995 to Feb 10, 2026
Jan 23, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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