Suntory Beverage & Food Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.20% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6800 | 20.45 | |
| 0.1961 | 15.11 | |
| 0.5828 | 38.94 | |
| -0.0539 | -2.56 |
Estimation Period:
Jul 3, 2013 to Feb 6, 2026
Jul 3, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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