Sankyo Co Ltd (Machinery) EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.99% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 17.04 | |
| 0.1542 | 29.31 | |
| 0.9745 | 597.49 | |
| -0.0142 | -2.85 |
Estimation Period:
Dec 16, 1999 to Feb 13, 2026
Dec 16, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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