Sakuma Exports Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.94% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7056 | 5.36 | |
| 0.2720 | 5.46 | |
| 0.3681 | 4.62 | |
| -0.4771 | -1.68 | |
| 0.8806 | 2.13 | |
| -0.9947 | -2.68 | |
| 1.1711 | 2.89 | |
| -0.9513 | -2.51 | |
| 0.3588 | 1.08 | |
| 0.1955 | 0.58 | |
| -0.2094 | -0.52 | |
| -0.2562 | -0.63 | |
| 0.5200 | 2.05 |
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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