Sumitomo Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.96% (-1.95%)
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
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