V-Lab
Sumitomo Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.71% (+0.46%)
Analysis last updated: Thursday, May 2, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9569 | 10.76 | |
| 0.0765 | 8.91 | |
| 0.8953 | 83.50 | |
| -0.0003 | -0.46 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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