Sompo Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.59% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1515 | 18.09 | |
| 0.2654 | 26.53 | |
| 0.8865 | 151.44 | |
| -0.0645 | -7.32 |
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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