Sakuma Exports Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.94% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4033 | 22.01 | |
| 0.3289 | 12.31 | |
| 0.4367 | 22.64 | |
| -0.1059 | -3.16 |
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Mar 15, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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