Sumitomo Electric Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:51.27% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1112 | 20.52 | |
| 0.0556 | 22.30 | |
| 0.8790 | 362.31 | |
| 0.0894 | 13.00 |
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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