Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.91% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2118 | 7.16 | |
| 0.0930 | 8.69 | |
| 0.8449 | 53.32 | |
| 0.0304 | 1.19 | |
| -0.0019 | -0.05 | |
| -0.0884 | -3.63 | |
| 0.1069 | 4.66 | |
| -0.0788 | -3.20 | |
| 0.0433 | 1.74 | |
| -0.0076 | -0.32 | |
| -0.0038 | -0.20 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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