Sagami Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.61% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 19.11 | |
| 0.1241 | 21.34 | |
| 0.8469 | 186.90 | |
| 0.0513 | 5.05 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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