V-Lab: Sumitomo Corp Asy. MEM Volatility Analysis

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V-Lab

Sumitomo Corp Asy. MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:27.78% (-1.87%)

Analysis last updated: Saturday, May 18, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1281	26.70
$α$	0.1889	43.45
$β$	0.7598	234.01
$γ$	0.0585	7.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts