Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.42% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0631 | 5.97 | |
| 0.1213 | 8.66 | |
| 0.8214 | 41.12 | |
| -0.1367 | -2.45 | |
| 0.2954 | 3.42 | |
| -0.2488 | -3.51 | |
| 0.0967 | 1.40 | |
| 0.0362 | 0.62 | |
| -0.1248 | -1.96 | |
| 0.1529 | 2.15 | |
| -0.1152 | -1.92 | |
| 0.0835 | 1.77 | |
| -0.0569 | -1.69 |
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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