Mitsui DM Sugar Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.27% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 15.82 | |
| 0.0608 | 20.05 | |
| 0.9182 | 434.37 | |
| 0.0306 | 3.97 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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