Sotetsu Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.40% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 23.07 | |
| 0.1524 | 45.81 | |
| 0.8028 | 227.61 | |
| 0.1480 | 3.19 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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