Sumco Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:63.26% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 14.95 | |
| 0.1323 | 28.86 | |
| 0.9822 | 837.31 | |
| -0.0217 | -5.65 |
Estimation Period:
Nov 17, 2005 to Feb 13, 2026
Nov 17, 2005 to Feb 13, 2026
News Impact Curve
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