Sompo Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.47% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5278 | 24.42 | |
| 0.1747 | 25.08 | |
| 0.6891 | 72.68 |
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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