Sumitomo Osaka Cement Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.85% (+18.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0982 | 18.88 | |
| 0.7227 | 93.05 | |
| 0.1029 | 15.92 | |
| 0.0123 | 4.72 | |
| 0.0128 | 8.68 | |
| 0.9849 | 567.68 |
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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