Sumitomo Mitsui Trust Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.86% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1149 | 26.33 | |
| 0.6568 | 54.65 | |
| 0.1212 | 14.76 | |
| 0.0801 | 2.33 | |
| 0.1358 | 2.50 | |
| 0.8549 | 14.35 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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