Sumco Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:56.66% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1993 | 15.78 | |
| 0.0829 | 40.05 | |
| 0.8947 | 411.54 | |
| 0.6803 | 10.17 |
Estimation Period:
Nov 17, 2005 to Feb 20, 2026
Nov 17, 2005 to Feb 20, 2026
News Impact Curve
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