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

V-Lab

| |

V-Lab

Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:25.45% (-0.59%)

Analysis last updated: Thursday, April 18, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2850	8.14
$α$	0.0761	8.97
$β$	0.8798	69.24
$γ_{1}$	0.0442	4.41
$γ_{2}$	-0.0712	-4.61
$γ_{3}$	0.0385	3.56
$γ_{4}$	-0.0191	-2.00
$γ_{5}$	0.0136	1.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sumitomo Heavy Industries Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH