Sankyo Co Ltd (Machinery) AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.32% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2036 | 26.30 | |
| 0.1277 | 41.46 | |
| 0.8273 | 222.22 | |
| 0.1584 | 3.88 |
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Dec 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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