V-Lab: Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.41% (-1.54%)

Analysis last updated: Sunday, April 21, 2024 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9346	5.36
$α$	0.1281	8.22
$β$	0.8075	35.99
$γ_{1}$	-0.2025	-3.11
$γ_{2}$	0.3903	3.88
$γ_{3}$	-0.2711	-3.47
$γ_{4}$	0.0555	0.84
$γ_{5}$	0.1147	2.05
$γ_{6}$	-0.1971	-2.88
$γ_{7}$	0.1774	2.63
$γ_{8}$	-0.0904	-1.57
$γ_{9}$	0.0302	0.51
$γ_{10}$	-0.0047	-0.10

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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