Sumco Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:60.89% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0548 | 15.97 | |
| 0.8583 | 142.50 | |
| 0.0453 | 9.40 | |
| 0.0298 | 3.11 | |
| 0.0360 | 5.96 | |
| 0.9617 | 140.26 |
Estimation Period:
Nov 17, 2005 to Feb 20, 2026
Nov 17, 2005 to Feb 20, 2026
News Impact Curve
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