Sumitomo Osaka Cement Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.99% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1766 | 18.23 | |
| 0.1125 | 32.98 | |
| 0.8623 | 190.36 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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