Sanyo Shokai Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.35% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3129 | 19.62 | |
| 0.0699 | 15.57 | |
| 0.8411 | 191.12 | |
| 0.0646 | 6.48 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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