V-Lab: Sumitomo Heavy Industries Ltd AGARCH Volatility Analysis

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V-Lab

Sumitomo Heavy Industries Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:32.64% (-0.56%)

Analysis last updated: Friday, May 3, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1242	14.10
$α$	0.0806	52.35
$β$	0.8926	511.79
$γ$	0.9162	21.55

Estimation Period:
Jan 3, 1990 to May 2, 2024

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Volatility Forecasts