San Holdings Inc (Japan) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.32% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 14.65 | |
| 0.0680 | 24.56 | |
| 0.9308 | 477.32 | |
| 0.0025 | 0.46 |
Estimation Period:
Apr 28, 1994 to Feb 13, 2026
Apr 28, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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