Sakurajima Futo Kaisha Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.57% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2129 | 15.26 | |
| 0.2756 | 33.52 | |
| 0.9214 | 148.30 | |
| 0.0087 | 0.86 |
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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