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Sumitomo Electric Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.95% (+1.70%)
Analysis last updated: Friday, February 6, 2026 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Electric Industries Ltd S0GARCH
paramt-stat
ω1.16355.89
α0.106410.26
β0.851161.06
γ1-0.0326-0.98
γ20.11702.45
γ3-0.1678-5.22
γ40.13224.57
γ5-0.0639-2.18
γ60.00090.03
γ70.04361.33
γ8-0.0449-1.79
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts