Sumco Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.64% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1996 | 15.80 | |
| 0.0834 | 40.04 | |
| 0.8944 | 410.25 | |
| 0.6789 | 10.18 |
Estimation Period:
Nov 17, 2005 to Feb 13, 2026
Nov 17, 2005 to Feb 13, 2026
News Impact Curve
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