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Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.60% (+0.82%)
Analysis last updated: Sunday, February 15, 2026 at 12:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Heavy Industries Ltd S0GARCH
paramt-stat
ω1.20917.13
α0.09328.70
β0.844953.45
γ10.02981.16
γ2-0.0010-0.03
γ3-0.0890-3.64
γ40.10734.66
γ5-0.0788-3.19
γ60.04301.73
γ7-0.0071-0.30
γ8-0.0042-0.22
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts