V-Lab: Sumitomo Metal Mining Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sumitomo Metal Mining Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:40.17% (-0.07%)

Analysis last updated: Thursday, April 18, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4607	7.09
$α$	0.0695	8.32
$β$	0.9054	83.31
$γ_{1}$	0.0596	5.09
$γ_{2}$	-0.0899	-4.74
$γ_{3}$	0.0412	2.63
$γ_{4}$	-0.0114	-0.84
$γ_{5}$	0.0001	0.01

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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