Sato Shoji Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.98% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1551 | 18.91 | |
| 0.0597 | 14.84 | |
| 0.8790 | 245.52 | |
| 0.0739 | 7.76 |
Estimation Period:
Jan 9, 1990 to Feb 13, 2026
Jan 9, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sato Shoji Corp Analyses
Other GJR-GARCH Analyses on International Equities