Sankyo Frontier Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.95% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0413 | 5.55 | |
| 0.2728 | 5.91 | |
| 0.3969 | 5.48 | |
| -0.0294 | -0.42 | |
| -0.0347 | -0.32 | |
| 0.0672 | 0.81 | |
| 0.0833 | 1.21 | |
| -0.2054 | -2.58 | |
| 0.2407 | 2.72 | |
| -0.1996 | -1.86 | |
| 0.0881 | 0.71 | |
| -0.1498 | -1.07 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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