Sumitomo Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.99% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0508 | 16.23 | |
| 0.7529 | 75.80 | |
| 0.0997 | 19.07 | |
| 0.0814 | 3.25 | |
| 0.0430 | 3.30 | |
| 0.9397 | 56.50 |
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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