Sangetsu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.91% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0733 | 18.32 | |
| 0.7490 | 65.83 | |
| 0.0922 | 10.40 | |
| 0.0165 | 2.57 | |
| 0.0209 | 5.34 | |
| 0.9737 | 186.22 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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