V-Lab: Sumitomo Metal Mining Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Sumitomo Metal Mining Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:27.29% (-0.79%)

Analysis last updated: Friday, May 10, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2578	6.04
$α$	0.0712	8.18
$β$	0.8924	67.91
$γ_{1}$	-0.0133	-0.32
$γ_{2}$	0.1386	2.19
$γ_{3}$	-0.2704	-5.49
$γ_{4}$	0.2431	4.90
$γ_{5}$	-0.1610	-3.37
$γ_{6}$	0.0930	2.19
$γ_{7}$	-0.0383	-0.91
$γ_{8}$	0.0285	0.62
$γ_{9}$	-0.0736	-1.12

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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