Sapporo Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.43% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9692 | 5.63 | |
| 0.1233 | 8.64 | |
| 0.8172 | 39.94 | |
| -0.1752 | -3.12 | |
| 0.3548 | 4.11 | |
| -0.2838 | -4.06 | |
| 0.1172 | 1.73 | |
| 0.0311 | 0.54 | |
| -0.1310 | -2.09 | |
| 0.1617 | 2.31 | |
| -0.1183 | -1.96 | |
| 0.0749 | 1.36 | |
| -0.0282 | -0.35 |
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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