Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.60% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2091 | 7.13 | |
| 0.0932 | 8.70 | |
| 0.8449 | 53.45 | |
| 0.0298 | 1.16 | |
| -0.0010 | -0.03 | |
| -0.0890 | -3.64 | |
| 0.1073 | 4.66 | |
| -0.0788 | -3.19 | |
| 0.0430 | 1.73 | |
| -0.0071 | -0.30 | |
| -0.0042 | -0.22 |
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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