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Sumitomo Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:121.29% (+23.80%)
Analysis last updated: Saturday, February 21, 2026 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Pharma Co Ltd S0GARCH
paramt-stat
ω1.34785.09
α0.08745.43
β0.857431.76
γ1-0.0335-0.63
γ20.12601.64
γ3-0.1878-3.63
γ40.12972.65
γ5-0.0317-0.59
γ60.03620.45
γ7-0.0827-0.77
γ80.06050.67
γ90.00610.09
γ10-0.0515-0.89
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts