Sanshin Electronics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.87% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1559 | 17.13 | |
| 0.0768 | 22.42 | |
| 0.8748 | 235.73 | |
| 0.0387 | 5.79 |
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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