V-Lab
Sumco Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:45.39% (+1.52%)
Analysis last updated: Sunday, April 28, 2024 at 01:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 12.99 | |
| 0.1111 | 28.13 | |
| 0.9867 | 1010.96 | |
| -0.0176 | -5.19 |
Estimation Period:
Nov 17, 2005 to Apr 26, 2024
Nov 17, 2005 to Apr 26, 2024