Sagami Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.39% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7785 | 3.55 | |
| 0.2150 | 7.27 | |
| 0.6641 | 18.30 | |
| 0.0729 | 0.93 | |
| -0.2151 | -1.98 | |
| 0.2189 | 3.11 | |
| 0.0473 | 0.66 | |
| -0.2630 | -3.26 | |
| 0.1934 | 2.32 | |
| -0.0752 | -1.00 | |
| 0.0783 | 1.12 | |
| -0.1244 | -1.61 | |
| 0.0876 | 1.45 |
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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