Sapporo Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.56% (+5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1279 | 25.70 | |
| 0.6160 | 38.16 | |
| 0.0647 | 8.44 | |
| 0.0353 | 2.67 | |
| 0.0424 | 4.07 | |
| 0.9496 | 74.10 |
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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