Sumitomo Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:37.83% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0501 | 16.00 | |
| 0.7508 | 72.40 | |
| 0.1003 | 19.05 | |
| 0.0662 | 3.23 | |
| 0.0358 | 3.31 | |
| 0.9500 | 69.63 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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