Sompo Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.62% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5070 | 23.99 | |
| 0.1044 | 13.82 | |
| 0.7084 | 80.57 | |
| 0.1104 | 6.18 |
Estimation Period:
Apr 1, 2010 to Feb 13, 2026
Apr 1, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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