V-Lab: Sumitomo Electric Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sumitomo Electric Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.04% (-0.87%)

Analysis last updated: Tuesday, April 30, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3166	6.33
$α$	0.0856	10.43
$β$	0.8919	88.31
$γ_{1}$	0.0132	3.35
$γ_{2}$	-0.0186	-3.43
$γ_{3}$	0.0066	2.55

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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