Sumitomo Osaka Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.25% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1814 | 18.15 | |
| 0.0662 | 16.45 | |
| 0.8588 | 218.91 | |
| 0.1002 | 12.22 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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