Sumitomo Metal Mining Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:88.15% (+7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1197 | 20.08 | |
| 0.0588 | 20.59 | |
| 0.9061 | 383.95 | |
| 0.0365 | 6.95 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sumitomo Metal Mining Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities