Sugita ACE Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.89% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 6.98 | |
| 0.0668 | 10.60 | |
| 0.9400 | 212.91 | |
| -0.0265 | -2.83 |
Estimation Period:
Feb 25, 2000 to Feb 10, 2026
Feb 25, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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