Sugai Chemical Industry Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.13% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1463 | 14.49 | |
| 0.1218 | 14.40 | |
| 0.8899 | 234.43 | |
| -0.0346 | -2.98 |
Estimation Period:
Sep 30, 1993 to Feb 20, 2026
Sep 30, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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