Sumitomo Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.08% (+5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3877 | 6.54 | |
| 0.1240 | 7.70 | |
| 0.8042 | 33.97 | |
| 0.0577 | 3.94 | |
| -0.0963 | -5.10 | |
| 0.0571 | 4.27 | |
| -0.0330 | -2.69 | |
| 0.0364 | 2.63 | |
| -0.0427 | -1.85 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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