Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.48% (+13.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1853 | 7.30 | |
| 0.1417 | 8.14 | |
| 0.7422 | 30.03 | |
| -0.0023 | -0.08 | |
| 0.0918 | 1.95 | |
| -0.2227 | -5.27 | |
| 0.2354 | 5.86 | |
| -0.1598 | -4.75 | |
| 0.0685 | 2.25 | |
| 0.0082 | 0.26 | |
| -0.0396 | -1.25 | |
| 0.0323 | 1.45 |
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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