V-Lab: Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sumitomo Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:28.62% (+1.69%)

Analysis last updated: Wednesday, May 1, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2838	8.14
$α$	0.0759	8.96
$β$	0.8800	69.36
$γ_{1}$	0.0440	4.40
$γ_{2}$	-0.0709	-4.60
$γ_{3}$	0.0383	3.54
$γ_{4}$	-0.0188	-1.99
$γ_{5}$	0.0134	1.70

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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