Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.56% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1837 | 7.24 | |
| 0.1423 | 8.17 | |
| 0.7434 | 30.38 | |
| -0.0004 | -0.01 | |
| 0.0885 | 1.85 | |
| -0.2207 | -5.14 | |
| 0.2343 | 5.75 | |
| -0.1588 | -4.68 | |
| 0.0675 | 2.20 | |
| 0.0089 | 0.28 | |
| -0.0405 | -1.27 | |
| 0.0335 | 1.49 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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