Sumitomo Electric Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.95% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 20.54 | |
| 0.0557 | 22.21 | |
| 0.8787 | 361.59 | |
| 0.0896 | 12.99 |
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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