Sumitomo Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.44% (+6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 11.78 | |
| 0.1968 | 34.35 | |
| 0.9589 | 352.03 | |
| -0.0663 | -11.08 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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