Sumitomo Densetsu Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.43% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1055 | 22.02 | |
| 0.7011 | 71.82 | |
| 0.0937 | 12.93 | |
| 0.0585 | 2.80 | |
| 0.0424 | 3.40 | |
| 0.9453 | 59.37 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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