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V-Lab

Sumitomo Osaka Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.54% (-0.69%)
Analysis last updated: Sunday, February 15, 2026 at 12:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Osaka Cement Co Ltd SGARCH
paramt-stat
ω1.18317.29
α0.14378.35
β0.741230.46
γ1-0.0075-0.25
γ20.10332.20
γ3-0.2365-5.67
γ40.25076.33
γ5-0.1742-5.21
γ60.08062.64
γ7-0.0036-0.11
γ8-0.0215-0.58
γ9-0.0116-0.20
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts