V-Lab: Sumitomo Pharma Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Sumitomo Pharma Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:39.17% (+1.02%)

Analysis last updated: Sunday, April 28, 2024 at 01:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0591	3.62
$α$	0.0532	28.40
$β$	0.9905	371.93
$ν$	5	8.19

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