Sumitomo Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.35% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0677 | 16.80 | |
| 0.7399 | 93.23 | |
| 0.1435 | 19.57 | |
| 0.0126 | 3.95 | |
| 0.0145 | 4.85 | |
| 0.9826 | 267.30 |
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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