Sumitomo Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.65% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1500 | 20.09 | |
| 0.0613 | 20.76 | |
| 0.8577 | 255.27 | |
| 0.1051 | 11.25 |
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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