V-Lab
Sumitomo Electric Industries Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:25.33% (-1.06%)
Analysis last updated: Sunday, April 28, 2024 at 01:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4574 | 6.27 | |
| 0.0668 | 32.61 | |
| 0.9894 | 553.38 | |
| 7 | 6.35 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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