SBI Holdings Inc/Japan AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.33% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1287 | 17.99 | |
| 0.1180 | 49.44 | |
| 0.8715 | 442.15 | |
| 0.5134 | 9.41 |
Estimation Period:
Dec 15, 2000 to Feb 10, 2026
Dec 15, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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