Sagami Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.63% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 21.33 | |
| 0.2427 | 34.79 | |
| 0.9686 | 575.84 | |
| -0.0406 | -6.95 |
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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