Sumitomo Mitsui Trust Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.10% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5706 | 4.87 | |
| 0.1641 | 8.05 | |
| 0.7821 | 34.17 | |
| -0.0153 | -3.65 | |
| 0.0143 | 2.48 | |
| 0.0059 | 1.35 |
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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