Sumitomo Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.03% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 18.12 | |
| 0.0430 | 18.48 | |
| 0.8941 | 348.70 | |
| 0.0686 | 11.99 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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