V-Lab: Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.86% (-0.24%)

Analysis last updated: Sunday, April 21, 2024 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2313	7.56
$α$	0.1278	8.14
$β$	0.7764	35.01
$γ_{1}$	0.0284	1.14
$γ_{2}$	0.0276	0.72
$γ_{3}$	-0.1653	-4.73
$γ_{4}$	0.2104	5.83
$γ_{5}$	-0.1783	-5.96
$γ_{6}$	0.1192	4.35
$γ_{7}$	-0.0506	-1.96
$γ_{8}$	0.0107	0.54

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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