V-Lab: Sumitomo Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sumitomo Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:42.23% (-0.11%)

Analysis last updated: Sunday, April 28, 2024 at 01:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6246	6.82
$α$	0.0810	5.27
$β$	0.8756	38.07
$γ_{1}$	0.0366	3.37
$γ_{2}$	-0.0618	-3.70
$γ_{3}$	0.0503	3.46
$γ_{4}$	-0.0333	-1.93
$γ_{5}$	0.0063	0.44

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts