Sumitomo Densetsu Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.76% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2787 | 15.23 | |
| 0.6088 | 11.85 | |
| 0.1009 | 4.09 | |
| -0.7654 | -9.30 |
Estimation Period:
Dec 30, 2024 to Feb 13, 2026
Dec 30, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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