Sumitomo Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.20% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1479 | 17.85 | |
| 0.0410 | 19.31 | |
| 0.9061 | 386.07 | |
| 0.0665 | 13.30 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sumitomo Heavy Industries Ltd Analyses
Other GJR-GARCH Analyses on International Equities