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Sumitomo Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.68% (-0.45%)
Analysis last updated: Sunday, February 15, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Pharma Co Ltd S0GARCH
paramt-stat
ω1.34785.16
α0.08775.38
β0.853630.80
γ1-0.0347-0.67
γ20.12781.70
γ3-0.1891-3.76
γ40.13132.75
γ5-0.0334-0.63
γ60.03710.47
γ7-0.0827-0.79
γ80.06190.70
γ9-0.0000-0.00
γ10-0.0436-0.76
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts