Sumco Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:59.73% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1108 | 17.03 | |
| 0.0620 | 30.43 | |
| 0.9285 | 425.14 |
Estimation Period:
Nov 17, 2005 to Feb 13, 2026
Nov 17, 2005 to Feb 13, 2026
News Impact Curve
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