V-Lab
Sumitomo Pharma Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:37.75% (-1.09%)
Analysis last updated: Thursday, May 2, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 12.90 | |
| 0.0580 | 22.58 | |
| 0.9286 | 268.45 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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