Sapporo Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.02% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 20.08 | |
| 0.2049 | 36.48 | |
| 0.9705 | 666.56 | |
| -0.0360 | -7.30 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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