Sapporo Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.01% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1070 | 19.91 | |
| 0.0735 | 23.04 | |
| 0.8829 | 274.78 | |
| 0.0471 | 6.32 |
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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