V-Lab
Sumitomo Osaka Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.62% (-0.67%)
Analysis last updated: Thursday, May 2, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1606 | 15.99 | |
| 0.0572 | 14.76 | |
| 0.8757 | 230.50 | |
| 0.0905 | 11.55 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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