Sumitomo Realty & Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.28% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0569 | 7.23 | |
| 0.0957 | 9.37 | |
| 0.8727 | 75.21 | |
| -0.0245 | -0.58 | |
| 0.0961 | 1.49 | |
| -0.1718 | -3.82 | |
| 0.1730 | 3.72 | |
| -0.1094 | -2.20 | |
| 0.0458 | 0.98 | |
| -0.0343 | -0.75 | |
| 0.0911 | 2.02 | |
| -0.1033 | -3.31 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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