Sumitomo Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.53% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3890 | 6.55 | |
| 0.1245 | 7.71 | |
| 0.8033 | 33.81 | |
| 0.0579 | 3.96 | |
| -0.0966 | -5.12 | |
| 0.0572 | 4.28 | |
| -0.0332 | -2.70 | |
| 0.0367 | 2.64 | |
| -0.0430 | -1.87 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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