Sumitomo Osaka Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.36% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1836 | 18.27 | |
| 0.0666 | 16.48 | |
| 0.8583 | 217.44 | |
| 0.0997 | 12.13 |
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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