Sumida Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.82% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6407 | 23.38 | |
| 0.0954 | 21.54 | |
| 0.8001 | 158.16 | |
| 0.0821 | 8.55 |
Estimation Period:
Aug 10, 1994 to Feb 13, 2026
Aug 10, 1994 to Feb 13, 2026
News Impact Curve
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