V-Lab
Sekisui House Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:26.18% (-1.51%)
Analysis last updated: Saturday, April 20, 2024 at 02:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 20.31 | |
| 0.1898 | 33.24 | |
| 0.9698 | 717.31 | |
| -0.0395 | -9.31 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Sekisui House Ltd Analyses