Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.87% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1849 | 7.30 | |
| 0.1419 | 8.16 | |
| 0.7415 | 29.97 | |
| -0.0020 | -0.07 | |
| 0.0910 | 1.94 | |
| -0.2219 | -5.28 | |
| 0.2354 | 5.88 | |
| -0.1607 | -4.80 | |
| 0.0698 | 2.30 | |
| 0.0072 | 0.23 | |
| -0.0394 | -1.24 | |
| 0.0326 | 1.45 |
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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