Sompo Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.86% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5304 | 24.21 | |
| 0.1725 | 25.97 | |
| 0.6856 | 75.60 | |
| 0.3441 | 7.66 |
Estimation Period:
Apr 1, 2010 to Feb 6, 2026
Apr 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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