Sumco Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.81% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1190 | 17.20 | |
| 0.0502 | 17.36 | |
| 0.9282 | 429.71 | |
| 0.0218 | 4.13 |
Estimation Period:
Nov 17, 2005 to Feb 13, 2026
Nov 17, 2005 to Feb 13, 2026
News Impact Curve
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