Sekisui Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.28% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 17.91 | |
| 0.0443 | 19.28 | |
| 0.9067 | 311.69 | |
| 0.0601 | 9.87 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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