Sankyo Frontier Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.61% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0788 | 14.60 | |
| 0.0705 | 11.62 | |
| 0.9115 | 261.78 | |
| 0.0266 | 2.72 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
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