Sumitomo Forestry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.22% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0961 | 18.63 | |
| 0.0403 | 16.45 | |
| 0.9164 | 367.45 | |
| 0.0511 | 10.15 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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