Sapporo Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.02% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1225 | 21.40 | |
| 0.1083 | 37.49 | |
| 0.8670 | 270.76 | |
| 0.2475 | 7.15 |
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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