Sagami Holdings Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.15% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 24.12 | |
| 0.1701 | 34.26 | |
| 0.8251 | 203.13 | |
| 0.1298 | 5.09 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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