Sumitomo Seika Chemicals Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.04% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2038 | 21.01 | |
| 0.0691 | 14.48 | |
| 0.8620 | 221.64 | |
| 0.0798 | 9.26 |
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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