Skip to main content
V-Lab

Sumitomo Electric Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:67.55% (+0.50%)
Analysis last updated: Saturday, February 21, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Electric Industries Ltd SGARCH
paramt-stat
ω1.14676.02
α0.105410.33
β0.849158.79
γ1-0.0358-1.10
γ20.12452.69
γ3-0.1778-5.77
γ40.14465.23
γ5-0.0799-2.83
γ60.02390.71
γ70.00290.09
γ80.07091.57
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts