V-Lab
Sumitomo Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:34.86% (-0.42%)
Analysis last updated: Thursday, May 2, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1269 | 16.55 | |
| 0.0392 | 17.27 | |
| 0.9039 | 371.98 | |
| 0.0637 | 11.51 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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