Sumitomo Osaka Cement Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.36% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0983 | 18.88 | |
| 0.7224 | 92.98 | |
| 0.1028 | 15.92 | |
| 0.0123 | 4.72 | |
| 0.0128 | 8.67 | |
| 0.9849 | 566.69 |
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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