Sugi Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.50% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 6.79 | |
| 0.0312 | 14.56 | |
| 0.9713 | 469.01 | |
| -0.0145 | -4.55 |
Estimation Period:
Jun 19, 2000 to Feb 13, 2026
Jun 19, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sugi Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities