Sumitomo Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.24% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 11.80 | |
| 0.1971 | 34.37 | |
| 0.9589 | 351.74 | |
| -0.0663 | -11.08 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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