Sekisui House Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.44% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7349 | 8.91 | |
| 0.2616 | 7.86 | |
| 0.2878 | 4.48 | |
| 0.0952 | 1.19 | |
| -0.0021 | -0.02 | |
| -0.0838 | -0.88 | |
| -0.1323 | -1.29 | |
| 0.3273 | 2.78 | |
| -0.4208 | -3.53 | |
| 0.3129 | 2.78 | |
| -0.0998 | -1.22 |
Estimation Period:
Aug 5, 2008 to Feb 13, 2026
Aug 5, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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