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Sumitomo Electric Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.75% (-5.22%)
Analysis last updated: Friday, February 13, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Electric Industries Ltd SGARCH
paramt-stat
ω1.11095.84
α0.105810.36
β0.848858.77
γ1-0.0426-1.30
γ20.13392.87
γ3-0.1815-5.86
γ40.14615.27
γ5-0.0803-2.85
γ60.02410.71
γ70.00230.07
γ80.07231.61
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts