Sapporo Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.37% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1049 | 19.81 | |
| 0.0734 | 23.08 | |
| 0.8842 | 277.28 | |
| 0.0456 | 6.18 |
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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