Sapporo Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.74% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 20.04 | |
| 0.2045 | 36.43 | |
| 0.9705 | 666.11 | |
| -0.0360 | -7.31 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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