Sumitomo Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.29% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3472 | 5.15 | |
| 0.0873 | 5.38 | |
| 0.8545 | 30.99 | |
| -0.0341 | -0.65 | |
| 0.1270 | 1.68 | |
| -0.1890 | -3.74 | |
| 0.1314 | 2.75 | |
| -0.0335 | -0.63 | |
| 0.0372 | 0.47 | |
| -0.0831 | -0.79 | |
| 0.0626 | 0.70 | |
| -0.0006 | -0.01 | |
| -0.0434 | -0.75 |
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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