Sanyo Elec Railway Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.31% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0747 | 22.80 | |
| 0.2933 | 36.01 | |
| 0.9139 | 240.74 | |
| 0.0216 | 2.47 |
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Sep 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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