V-Lab: Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.06% (-0.13%)

Analysis last updated: Sunday, April 28, 2024 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0003	5.72
$α$	0.1248	8.10
$β$	0.8115	36.37
$γ_{1}$	-0.1749	-2.77
$γ_{2}$	0.3477	3.54
$γ_{3}$	-0.2463	-3.16
$γ_{4}$	0.0430	0.65
$γ_{5}$	0.1164	2.08
$γ_{6}$	-0.1947	-2.84
$γ_{7}$	0.1739	2.58
$γ_{8}$	-0.0850	-1.48
$γ_{9}$	0.0249	0.43
$γ_{10}$	-0.0024	-0.05

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

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