V-Lab
Sumitomo Osaka Cement Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:24.98% (-0.62%)
Analysis last updated: Sunday, April 14, 2024 at 12:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1578 | 16.41 | |
| 0.0994 | 30.84 | |
| 0.8781 | 201.12 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
News Impact Curve
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