Sapporo Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.26% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9701 | 5.62 | |
| 0.1226 | 8.65 | |
| 0.8188 | 40.42 | |
| -0.1742 | -3.11 | |
| 0.3533 | 4.09 | |
| -0.2834 | -4.05 | |
| 0.1181 | 1.74 | |
| 0.0291 | 0.50 | |
| -0.1286 | -2.05 | |
| 0.1596 | 2.28 | |
| -0.1167 | -1.92 | |
| 0.0724 | 1.30 | |
| -0.0186 | -0.23 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Sapporo Holdings Ltd Analyses
Other Spline-GARCH Analyses on International Equities