Sekisui House Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.68% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 21.32 | |
| 0.2066 | 34.87 | |
| 0.9638 | 640.39 | |
| -0.0456 | -10.18 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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