Sekisui House Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.62% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7312 | 8.89 | |
| 0.2634 | 7.94 | |
| 0.2874 | 4.51 | |
| 0.0941 | 1.17 | |
| -0.0007 | -0.01 | |
| -0.0843 | -0.88 | |
| -0.1311 | -1.27 | |
| 0.3224 | 2.71 | |
| -0.4048 | -3.27 | |
| 0.2674 | 2.08 | |
| 0.0312 | 0.21 |
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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