Sekisui House Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.61% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8857 | 27.45 | |
| 0.2377 | 33.75 | |
| 0.5147 | 41.47 | |
| 0.1050 | 2.99 |
Estimation Period:
Aug 5, 2008 to Feb 6, 2026
Aug 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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