Sumitomo Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.61% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0504 | 16.17 | |
| 0.7517 | 75.52 | |
| 0.1005 | 19.29 | |
| 0.0819 | 3.22 | |
| 0.0433 | 3.30 | |
| 0.9393 | 55.85 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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