V-Lab: Sumitomo Heavy Industries Ltd EGARCH Volatility Analysis

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V-Lab

Sumitomo Heavy Industries Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.14% (-0.08%)

Analysis last updated: Thursday, April 18, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0345	11.76
$α$	0.1195	35.77
$β$	0.9838	940.54
$γ$	-0.0487	-16.64

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

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Volatility Forecasts