Sanyo Elec Railway Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.92% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2623 | 25.61 | |
| 0.5351 | 46.40 | |
| -0.0246 | -1.50 | |
| 0.0014 | 1.65 | |
| 0.0059 | 4.00 | |
| 0.9932 | 524.40 |
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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