V-Lab: Sapporo Holdings Ltd APARCH Volatility Analysis

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V-Lab

Sapporo Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.36% (-0.39%)

Analysis last updated: Sunday, April 28, 2024 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0655	16.79
$α$	0.1112	34.81
$β$	0.8888	261.80
$γ$	0.1650	9.72
$δ$	1.2280	26.39

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts