Sanshin Electronics Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.33% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1250 | 27.51 | |
| 0.6610 | 59.31 | |
| 0.0686 | 9.69 | |
| 0.0177 | 2.82 | |
| 0.0166 | 4.57 | |
| 0.9795 | 220.31 |
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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