V-Lab
Sumitomo Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:36.70% (+1.82%)
Analysis last updated: Friday, May 3, 2024 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 16.68 | |
| 0.0394 | 17.31 | |
| 0.9036 | 371.26 | |
| 0.0636 | 11.49 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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