V-Lab
Sumco Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:34.49% (+0.66%)
Analysis last updated: Thursday, April 18, 2024 at 12:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1469 | 13.15 | |
| 0.0744 | 39.49 | |
| 0.9076 | 458.60 | |
| 0.6943 | 9.69 |
Estimation Period:
Nov 17, 2005 to Apr 12, 2024
Nov 17, 2005 to Apr 12, 2024