Sekisui House Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.82% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 21.31 | |
| 0.2067 | 34.89 | |
| 0.9637 | 639.51 | |
| -0.0456 | -10.18 |
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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