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Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.73% (-2.06%)
Analysis last updated: Friday, February 20, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Osaka Cement Co Ltd S0GARCH
paramt-stat
ω1.18507.29
α0.14228.17
β0.741630.02
γ1-0.0024-0.08
γ20.09191.95
γ3-0.2227-5.27
γ40.23545.86
γ5-0.1598-4.75
γ60.06862.25
γ70.00810.26
γ8-0.0394-1.24
γ90.03221.44
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts