Sanrio Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:77.07% (+45.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4747 | 27.36 | |
| 0.1055 | 23.85 | |
| 0.8081 | 192.50 | |
| 0.0678 | 7.85 |
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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