V-Lab: Sumitomo Chemical Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Sumitomo Chemical Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:48.07% (+1.53%)

Analysis last updated: Thursday, May 2, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0321	30.15
$α$	0.1433	54.27
$β$	0.8492	298.48
$γ$	0.1267	18.83
$δ$	0.7085	25.78

Estimation Period:
Nov 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts