V-Lab: Sapporo Holdings Ltd GJR-GARCH Volatility Analysis

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V-Lab

Sapporo Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.81% (+0.42%)

Analysis last updated: Thursday, May 2, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0923	18.35
$α$	0.0709	21.83
$β$	0.8914	276.84
$γ$	0.0409	5.51

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts