Sumitomo Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.83% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1514 | 18.53 | |
| 0.0444 | 18.87 | |
| 0.8905 | 337.55 | |
| 0.0709 | 12.21 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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