V-Lab
Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.33% (+1.85%)
Analysis last updated: Wednesday, May 1, 2024 at 11:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2054 | 7.46 | |
| 0.1268 | 8.10 | |
| 0.7777 | 35.10 | |
| 0.0254 | 1.02 | |
| 0.0308 | 0.80 | |
| -0.1649 | -4.73 | |
| 0.2093 | 5.80 | |
| -0.1771 | -5.92 | |
| 0.1180 | 4.32 | |
| -0.0500 | -1.94 | |
| 0.0107 | 0.54 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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