V-Lab: Sumitomo Pharma Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Sumitomo Pharma Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:42.31% (+2.73%)

Analysis last updated: Saturday, May 11, 2024 at 04:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0723	3.60
$α$	0.0531	28.43
$β$	0.9905	372.51
$ν$	5	8.22

Estimation Period:
Jan 3, 1990 to May 3, 2024