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Sumitomo Realty & Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.28% (-2.28%)
Analysis last updated: Friday, February 13, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumitomo Realty & Development Co Ltd S0GARCH
paramt-stat
ω1.05697.23
α0.09579.37
β0.872775.21
γ1-0.0245-0.58
γ20.09611.49
γ3-0.1718-3.82
γ40.17303.72
γ5-0.1094-2.20
γ60.04580.98
γ7-0.0343-0.75
γ80.09112.02
γ9-0.1033-3.31
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts