V-Lab
Sumitomo Electric Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:24.60% (-1.13%)
Analysis last updated: Sunday, April 28, 2024 at 01:07 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0582 | 19.86 | |
| 0.7754 | 64.14 | |
| 0.1023 | 16.42 | |
| 0.0278 | 3.25 | |
| 0.0310 | 3.27 | |
| 0.9619 | 83.97 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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