Sugimoto & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.50% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 14.00 | |
| 0.0422 | 10.26 | |
| 0.9352 | 321.93 | |
| 0.0371 | 5.97 |
Estimation Period:
Nov 4, 1992 to Feb 13, 2026
Nov 4, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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