V-Lab: Sumitomo Heavy Industries Ltd MEM Volatility Analysis

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V-Lab

Sumitomo Heavy Industries Ltd MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:29.95% (-0.43%)

Analysis last updated: Wednesday, May 15, 2024 at 03:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1081	6.51
$α$	0.1491	38.54
$β$	0.8389	259.22

Estimation Period:
Nov 30, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts