Sekisui House Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.40% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1053 | 26.45 | |
| 0.0709 | 18.13 | |
| 0.8616 | 287.20 | |
| 0.0727 | 9.64 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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