Sumitomo Osaka Cement Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.55% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0984 | 18.90 | |
| 0.7223 | 92.95 | |
| 0.1032 | 15.97 | |
| 0.0123 | 4.73 | |
| 0.0128 | 8.68 | |
| 0.9849 | 567.34 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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