Sumitomo Mitsui Trust Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.59% (+6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1483 | 18.75 | |
| 0.1030 | 21.45 | |
| 0.8503 | 263.91 | |
| 0.0706 | 6.45 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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