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 Friday, April 19th, 2024:28.05% (+2.80%)

Analysis last updated: Saturday, April 20, 2024 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2139	7.50
$α$	0.1267	8.08
$β$	0.7773	34.94
$γ_{1}$	0.0271	1.09
$γ_{2}$	0.0286	0.74
$γ_{3}$	-0.1642	-4.68
$γ_{4}$	0.2091	5.77
$γ_{5}$	-0.1771	-5.90
$γ_{6}$	0.1180	4.31
$γ_{7}$	-0.0499	-1.93
$γ_{8}$	0.0106	0.53

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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