Sapporo Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.53% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 21.30 | |
| 0.0971 | 33.28 | |
| 0.8837 | 277.38 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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