V-Lab
V-Lab

Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:29.01% (+1.12%)

Analysis last updated: Friday, March 29, 2024 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sapporo Holdings Ltd S0GARCH
paramt-stat
ω0.94025.37
α0.12488.09
β0.811836.57
γ1-0.1929-2.95
γ20.37213.68
γ3-0.2562-3.26
γ40.04790.72
γ50.11472.04
γ6-0.1937-2.81
γ70.17162.55
γ8-0.0827-1.43
γ90.02410.41
γ10-0.0025-0.05
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts