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V-Lab

Sumitomo Osaka Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.64% (+2.43%)
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 SGARCH
paramt-stat
ω1.18407.30
α0.14338.33
β0.741430.45
γ1-0.0069-0.23
γ20.10212.18
γ3-0.2356-5.67
γ40.25066.36
γ5-0.1750-5.25
γ60.08172.68
γ7-0.0042-0.13
γ8-0.0217-0.59
γ9-0.0109-0.19
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts