Sumitomo Heavy Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.41% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0487 | 19.48 | |
| 0.8361 | 144.28 | |
| 0.0758 | 17.35 | |
| 0.0339 | 4.43 | |
| 0.0246 | 5.01 | |
| 0.9702 | 166.05 |
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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