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Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.87% (+2.28%)
Analysis last updated: Saturday, February 21, 2026 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Osaka Cement Co Ltd S0GARCH
paramt-stat
ω1.18497.30
α0.14198.16
β0.741529.97
γ1-0.0020-0.07
γ20.09101.94
γ3-0.2219-5.28
γ40.23545.88
γ5-0.1607-4.80
γ60.06982.30
γ70.00720.23
γ8-0.0394-1.24
γ90.03261.45
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts