Sumitomo Realty & Development Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.37% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 16.73 | |
| 0.0489 | 23.13 | |
| 0.9094 | 441.22 | |
| 0.0671 | 10.93 |
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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