Sapporo Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.36% (+9.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1048 | 19.75 | |
| 0.0729 | 23.00 | |
| 0.8844 | 277.15 | |
| 0.0463 | 6.27 |
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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