Sumiken Mitsui Road Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.91% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 25.26 | |
| 0.2525 | 29.83 | |
| 0.9774 | 832.50 | |
| -0.0139 | -2.17 |
Estimation Period:
Mar 1, 1996 to Feb 10, 2026
Mar 1, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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