V-Lab
Sumco Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:46.27% (-1.77%)
Analysis last updated: Tuesday, April 30, 2024 at 10:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 13.31 | |
| 0.0743 | 39.53 | |
| 0.9075 | 458.81 | |
| 0.6941 | 9.69 |
Estimation Period:
Nov 17, 2005 to Apr 26, 2024
Nov 17, 2005 to Apr 26, 2024