V-Lab
Sumitomo Chemical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:31.50% (-1.37%)
Analysis last updated: Sunday, May 5, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 12.28 | |
| 0.1126 | 30.08 | |
| 0.9785 | 806.64 | |
| -0.0536 | -16.99 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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