Sekisui House Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.91% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1036 | 27.17 | |
| 0.1080 | 40.01 | |
| 0.8611 | 296.41 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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