Sekisui House Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.01% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8415 | 25.75 | |
| 0.2301 | 16.63 | |
| 0.5355 | 41.67 | |
| -0.0016 | -0.07 |
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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