Sumitomo Pharma Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.15% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 11.40 | |
| 0.0450 | 20.91 | |
| 0.9246 | 300.79 | |
| 0.0409 | 8.61 |
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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