Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.45% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0634 | 6.01 | |
| 0.1220 | 8.63 | |
| 0.8198 | 40.53 | |
| -0.1371 | -2.47 | |
| 0.2965 | 3.46 | |
| -0.2500 | -3.55 | |
| 0.0979 | 1.43 | |
| 0.0351 | 0.61 | |
| -0.1235 | -1.95 | |
| 0.1513 | 2.14 | |
| -0.1131 | -1.89 | |
| 0.0804 | 1.70 | |
| -0.0540 | -1.60 |
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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