Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.46% (+15.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0629 | 5.97 | |
| 0.1210 | 8.64 | |
| 0.8219 | 41.22 | |
| -0.1368 | -2.45 | |
| 0.2956 | 3.42 | |
| -0.2488 | -3.51 | |
| 0.0967 | 1.40 | |
| 0.0362 | 0.62 | |
| -0.1248 | -1.96 | |
| 0.1529 | 2.15 | |
| -0.1152 | -1.92 | |
| 0.0834 | 1.76 | |
| -0.0569 | -1.68 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sapporo Holdings Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities