Sapporo Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.50% (+18.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1284 | 25.68 | |
| 0.6120 | 37.53 | |
| 0.0640 | 8.33 | |
| 0.0368 | 2.63 | |
| 0.0441 | 3.98 | |
| 0.9477 | 69.70 |
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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