Sumitomo Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.15% (+11.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0674 | 16.75 | |
| 0.7404 | 93.13 | |
| 0.1433 | 19.54 | |
| 0.0127 | 3.94 | |
| 0.0146 | 4.82 | |
| 0.9825 | 264.18 |
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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