Sankyo Co Ltd (Machinery) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.97% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 15.01 | |
| 0.0551 | 16.43 | |
| 0.9226 | 319.79 | |
| 0.0156 | 2.70 |
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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