Sumitomo Densetsu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.52% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2704 | 22.47 | |
| 0.0899 | 21.15 | |
| 0.8204 | 190.14 | |
| 0.0800 | 7.53 |
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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