Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.73% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1850 | 7.29 | |
| 0.1422 | 8.17 | |
| 0.7416 | 30.02 | |
| -0.0024 | -0.08 | |
| 0.0919 | 1.95 | |
| -0.2227 | -5.27 | |
| 0.2354 | 5.86 | |
| -0.1598 | -4.75 | |
| 0.0686 | 2.25 | |
| 0.0081 | 0.26 | |
| -0.0394 | -1.24 | |
| 0.0322 | 1.44 |
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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