Sumitomo Electric Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.95% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1635 | 5.89 | |
| 0.1064 | 10.26 | |
| 0.8511 | 61.06 | |
| -0.0326 | -0.98 | |
| 0.1170 | 2.45 | |
| -0.1678 | -5.22 | |
| 0.1322 | 4.57 | |
| -0.0639 | -2.18 | |
| 0.0009 | 0.03 | |
| 0.0436 | 1.33 | |
| -0.0449 | -1.79 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Sumitomo Electric Industries Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities