Sumitomo Osaka Cement Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.98% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1405 | 11.36 | |
| 0.1133 | 37.89 | |
| 0.8554 | 220.06 | |
| 0.7258 | 16.41 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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