V-Lab: Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.13% (+0.43%)

Analysis last updated: Sunday, April 21, 2024 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2843	8.14
$α$	0.0760	8.96
$β$	0.8800	69.34
$γ_{1}$	0.0441	4.40
$γ_{2}$	-0.0711	-4.60
$γ_{3}$	0.0384	3.55
$γ_{4}$	-0.0190	-2.00
$γ_{5}$	0.0136	1.72

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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