Sakurajima Futo Kaisha Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.83% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3810 | 13.28 | |
| 0.1402 | 14.46 | |
| 0.8423 | 138.97 | |
| -0.0206 | -1.33 |
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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