Sumitomo Densetsu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.55% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0124 | 2.32 | |
| 0.5332 | 2.30 | |
| 0.0000 | 0.00 | |
| 32.8244 | 1.37 | |
| -74.2358 | -2.06 | |
| 70.2017 | 2.54 | |
| -57.0240 | -2.15 | |
| 48.0467 | 2.36 |
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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