Suntory Beverage & Food Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.78% (+6.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2349 | 15.23 | |
| 0.2660 | 22.63 | |
| 0.7668 | 49.46 | |
| 0.0342 | 3.15 |
Estimation Period:
Jul 3, 2013 to Feb 6, 2026
Jul 3, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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