Sumco Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:57.42% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 14.92 | |
| 0.1318 | 28.83 | |
| 0.9822 | 838.05 | |
| -0.0216 | -5.65 |
Estimation Period:
Nov 17, 2005 to Feb 20, 2026
Nov 17, 2005 to Feb 20, 2026
News Impact Curve
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