Sumitomo Chemical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.27% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 14.76 | |
| 0.1306 | 32.97 | |
| 0.9736 | 691.46 | |
| -0.0549 | -16.58 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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