Sumco Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:57.80% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1107 | 17.04 | |
| 0.0618 | 30.40 | |
| 0.9287 | 425.82 |
Estimation Period:
Nov 17, 2005 to Feb 20, 2026
Nov 17, 2005 to Feb 20, 2026
News Impact Curve
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