Sumitomo Rubber Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.39% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1826 | 22.84 | |
| 0.0703 | 20.54 | |
| 0.8638 | 246.17 | |
| 0.0592 | 8.45 |
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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