V-Lab: Sumitomo Chemical Co Ltd APARCH Volatility Analysis

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V-Lab

Sumitomo Chemical Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.61% (-0.15%)

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
$ω$	0.0538	17.85
$α$	0.0629	30.47
$β$	0.9280	440.66
$γ$	0.4553	22.32
$δ$	1.1203	33.30

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts