V-Lab
Sumitomo Electric Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:20.43% (-0.24%)
Analysis last updated: Sunday, May 19, 2024 at 01:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1277 | 5.80 | |
| 0.0856 | 10.68 | |
| 0.8948 | 95.73 | |
| 0.0042 | 1.80 | |
| -0.0087 | -1.99 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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