Sumitomo Densetsu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.14% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4713 | 14.05 | |
| 0.4564 | 5.98 | |
| 0.5009 | 25.86 | |
| 0.0855 | 0.58 |
Estimation Period:
Dec 30, 2024 to Feb 13, 2026
Dec 30, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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