Sanyo Elec Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.34% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1300 | 19.69 | |
| 0.1779 | 15.27 | |
| 0.7735 | 144.77 | |
| -0.0294 | -1.49 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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