V-Lab: Sumitomo Metal Mining Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sumitomo Metal Mining Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.43% (-1.36%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2566	6.02
$α$	0.0712	8.19
$β$	0.8927	68.25
$γ_{1}$	-0.0140	-0.33
$γ_{2}$	0.1399	2.19
$γ_{3}$	-0.2711	-5.45
$γ_{4}$	0.2424	4.85
$γ_{5}$	-0.1592	-3.31
$γ_{6}$	0.0908	2.13
$γ_{7}$	-0.0364	-0.86
$γ_{8}$	0.0265	0.58
$γ_{9}$	-0.0681	-1.04

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sumitomo Metal Mining Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH