Sapporo Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.92% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1032 | 21.27 | |
| 0.0969 | 33.19 | |
| 0.8840 | 277.36 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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