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Sumitomo Densetsu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.55% (-1.13%)
Analysis last updated: Saturday, February 14, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Sumitomo Densetsu Co Ltd S0GARCH
paramt-stat
ω1.01242.32
α0.53322.30
β0.00000.00
γ132.82441.37
γ2-74.2358-2.06
γ370.20172.54
γ4-57.0240-2.15
γ548.04672.36
Estimation Period:
Dec 30, 2024 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts