Sekisui House Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.53% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.3001 | 34.71 | |
| 0.1067 | 7.03 | |
| -0.1150 | -9.01 | |
| 1.1577 | 1.49 | |
| 0.6411 | 3.96 | |
| 0.0000 | 0.00 |
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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