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Sumitomo Rubber Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.25% (-2.65%)
Analysis last updated: Sunday, February 15, 2026 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Rubber Industries SGARCH
paramt-stat
ω1.69059.52
α0.12647.27
β0.746027.18
γ10.06412.54
γ20.01910.49
γ3-0.2019-7.30
γ40.20548.03
γ5-0.1497-5.80
γ60.09873.67
γ7-0.0497-1.56
γ80.03300.80
γ9-0.0254-0.33
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts