Sumiken Mitsui Road Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.81% (+7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1230 | 16.10 | |
| 0.0997 | 13.52 | |
| 0.8802 | 208.73 | |
| 0.0401 | 3.37 |
Estimation Period:
Mar 1, 1996 to Feb 13, 2026
Mar 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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