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V-Lab

Sumitomo Metal Mining Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:70.42% (-3.96%)
Analysis last updated: Saturday, February 21, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Metal Mining Co Ltd SGARCH
paramt-stat
ω1.28416.41
α0.08218.38
β0.871959.59
γ10.01030.29
γ20.08721.67
γ3-0.2269-6.07
γ40.23496.20
γ5-0.1921-5.04
γ60.14153.84
γ7-0.0708-1.93
γ80.01580.36
γ90.04030.49
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts