Sumco Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:68.68% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9670 | 7.51 | |
| 0.0701 | 6.56 | |
| 0.8863 | 53.45 | |
| -0.0008 | -0.03 | |
| -0.0023 | -0.06 | |
| -0.0304 | -1.17 | |
| 0.1561 | 4.50 |
Estimation Period:
Nov 17, 2005 to Feb 20, 2026
Nov 17, 2005 to Feb 20, 2026
News Impact Curve
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