Sumitomo Osaka Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.71% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1834 | 18.29 | |
| 0.0666 | 16.47 | |
| 0.8584 | 217.86 | |
| 0.0996 | 12.14 |
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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