Sumco Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.53% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 14.81 | |
| 0.1317 | 28.73 | |
| 0.9821 | 829.44 | |
| -0.0222 | -5.78 |
Estimation Period:
Nov 17, 2005 to Feb 6, 2026
Nov 17, 2005 to Feb 6, 2026
News Impact Curve
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