Sangetsu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.21% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 17.76 | |
| 0.0667 | 18.02 | |
| 0.8868 | 291.06 | |
| 0.0535 | 5.24 |
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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