Sumitomo Mitsui Trust Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.93% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5675 | 4.86 | |
| 0.1642 | 8.06 | |
| 0.7823 | 34.27 | |
| -0.0158 | -3.86 | |
| 0.0158 | 2.87 | |
| 0.0028 | 1.26 |
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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