V-Lab: Sumitomo Osaka Cement Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sumitomo Osaka Cement Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.20% (-1.23%)

Analysis last updated: Thursday, May 2, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1166	6.86
$α$	0.1286	8.32
$β$	0.7593	31.70
$γ_{1}$	-0.0495	-1.04
$γ_{2}$	0.1737	2.27
$γ_{3}$	-0.2046	-3.52
$γ_{4}$	0.0189	0.45
$γ_{5}$	0.2023	5.10
$γ_{6}$	-0.2739	-6.42
$γ_{7}$	0.2041	4.52
$γ_{8}$	-0.0992	-2.13
$γ_{9}$	0.0746	1.46
$γ_{10}$	-0.1591	-1.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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