Sankyo Co Ltd (Machinery) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.51% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1377 | 5.74 | |
| 0.1503 | 6.90 | |
| 0.6058 | 12.42 | |
| 0.0412 | 0.88 | |
| 0.0205 | 0.31 | |
| -0.1400 | -3.21 | |
| 0.1278 | 3.05 | |
| -0.0677 | -1.70 | |
| 0.0426 | 1.09 | |
| -0.0050 | -0.13 | |
| -0.0497 | -1.64 |
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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