Sumitomo Metal Mining Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:73.84% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1198 | 20.10 | |
| 0.0586 | 20.54 | |
| 0.9063 | 384.19 | |
| 0.0364 | 6.95 |
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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