V-Lab
Sumitomo Osaka Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:27.64% (+0.78%)
Analysis last updated: Saturday, April 20, 2024 at 01:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1611 | 16.00 | |
| 0.0572 | 14.75 | |
| 0.8755 | 230.04 | |
| 0.0906 | 11.56 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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