Sumitomo Heavy Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.38% (+4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0493 | 19.52 | |
| 0.8356 | 144.22 | |
| 0.0756 | 17.26 | |
| 0.0340 | 4.45 | |
| 0.0247 | 5.02 | |
| 0.9702 | 166.24 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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