Sumco Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:49.32% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1999 | 15.60 | |
| 0.0830 | 39.86 | |
| 0.8943 | 408.16 | |
| 0.6958 | 10.36 |
Estimation Period:
Nov 17, 2005 to Jan 30, 2026
Nov 17, 2005 to Jan 30, 2026
News Impact Curve
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