Sumitomo Bakelite Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.14% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 15.27 | |
| 0.0206 | 13.18 | |
| 0.9314 | 582.14 | |
| 0.0774 | 14.41 |
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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