V-Lab
Sumitomo Osaka Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:23.89% (+0.35%)
Analysis last updated: Friday, May 17, 2024 at 12:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0653 | 6.68 | |
| 0.1283 | 8.32 | |
| 0.7599 | 31.74 | |
| -0.0656 | -1.38 | |
| 0.1956 | 2.56 | |
| -0.2137 | -3.68 | |
| 0.0249 | 0.59 | |
| 0.1978 | 5.01 | |
| -0.2715 | -6.40 | |
| 0.2035 | 4.51 | |
| -0.0993 | -2.13 | |
| 0.0748 | 1.46 | |
| -0.1626 | -2.03 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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