Sumiken Mitsui Road Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.96% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 16.86 | |
| 0.1449 | 24.40 | |
| 0.8747 | 210.66 | |
| -0.0650 | -1.05 |
Estimation Period:
Mar 1, 1996 to Feb 6, 2026
Mar 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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