Sanrio Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.80% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9201 | 9.57 | |
| 0.1577 | 9.36 | |
| 0.7074 | 25.61 | |
| -0.0996 | -3.58 | |
| 0.1633 | 3.84 | |
| -0.1165 | -3.62 | |
| 0.0699 | 2.11 | |
| 0.0110 | 0.36 | |
| -0.0693 | -2.13 | |
| 0.0640 | 1.65 | |
| 0.0072 | 0.17 | |
| -0.0595 | -0.92 |
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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