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Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.48% (+13.18%)
Analysis last updated: Wednesday, February 11, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Osaka Cement Co Ltd S0GARCH
paramt-stat
ω1.18537.30
α0.14178.14
β0.742230.03
γ1-0.0023-0.08
γ20.09181.95
γ3-0.2227-5.27
γ40.23545.86
γ5-0.1598-4.75
γ60.06852.25
γ70.00820.26
γ8-0.0396-1.25
γ90.03231.45
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts