Sankyo Co Ltd (Machinery) GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.20% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 15.66 | |
| 0.0603 | 26.12 | |
| 0.9263 | 339.67 |
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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