V-Lab
Sumitomo Osaka Cement Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:24.59% (-0.76%)
Analysis last updated: Friday, May 3, 2024 at 11:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1568 | 16.42 | |
| 0.0993 | 30.89 | |
| 0.8784 | 202.01 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
News Impact Curve
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