Sumitomo Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.86% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1517 | 18.54 | |
| 0.0445 | 18.79 | |
| 0.8903 | 337.09 | |
| 0.0709 | 12.15 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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