V-Lab
Sumitomo Heavy Industries Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:30.57% (+1.43%)
Analysis last updated: Wednesday, May 1, 2024 at 11:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1285 | 21.07 | |
| 0.0684 | 37.89 | |
| 0.9142 | 445.07 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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