Sagami Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.45% (+14.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8519 | 3.70 | |
| 0.2153 | 7.39 | |
| 0.6624 | 18.44 | |
| 0.0942 | 1.23 | |
| -0.2450 | -2.31 | |
| 0.2284 | 3.29 | |
| 0.0526 | 0.74 | |
| -0.2789 | -3.48 | |
| 0.2139 | 2.58 | |
| -0.0975 | -1.30 | |
| 0.1062 | 1.47 | |
| -0.1725 | -2.02 | |
| 0.2055 | 2.09 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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