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Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.91% (-2.31%)
Analysis last updated: Saturday, February 21, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Heavy Industries Ltd S0GARCH
paramt-stat
ω1.21187.16
α0.09308.69
β0.844953.32
γ10.03041.19
γ2-0.0019-0.05
γ3-0.0884-3.63
γ40.10694.66
γ5-0.0788-3.20
γ60.04331.74
γ7-0.0076-0.32
γ8-0.0038-0.20
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts