Sumco Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.82% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0544 | 15.94 | |
| 0.8589 | 143.11 | |
| 0.0462 | 9.57 | |
| 0.0293 | 3.17 | |
| 0.0345 | 5.93 | |
| 0.9632 | 145.63 |
Estimation Period:
Nov 17, 2005 to Feb 6, 2026
Nov 17, 2005 to Feb 6, 2026
News Impact Curve
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