Sumitomo Pharma Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:115.89% (+27.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 11.20 | |
| 0.0456 | 21.16 | |
| 0.9253 | 305.79 | |
| 0.0404 | 8.52 |
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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