Sumitomo Metal Mining Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:80.32% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 20.05 | |
| 0.0572 | 20.32 | |
| 0.9072 | 385.24 | |
| 0.0370 | 7.11 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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