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

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V-Lab

Sumitomo Osaka Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.30% (-1.02%)

Analysis last updated: Thursday, May 2, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2054	7.46
$α$	0.1268	8.10
$β$	0.7777	35.10
$γ_{1}$	0.0254	1.02
$γ_{2}$	0.0308	0.80
$γ_{3}$	-0.1649	-4.73
$γ_{4}$	0.2093	5.80
$γ_{5}$	-0.1771	-5.92
$γ_{6}$	0.1180	4.32
$γ_{7}$	-0.0500	-1.94
$γ_{8}$	0.0107	0.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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