Sumitomo Mitsui Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.06% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 21.00 | |
| 0.0663 | 24.58 | |
| 0.8769 | 371.25 | |
| 0.0983 | 14.05 |
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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