Sumco Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.51% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 17.11 | |
| 0.0620 | 30.33 | |
| 0.9283 | 422.13 |
Estimation Period:
Nov 17, 2005 to Feb 10, 2026
Nov 17, 2005 to Feb 10, 2026
News Impact Curve
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