Sekisui House Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.78% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 21.32 | |
| 0.2062 | 34.85 | |
| 0.9639 | 642.16 | |
| -0.0457 | -10.21 |
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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