V-Lab
Sumitomo Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:34.24% (-1.94%)
Analysis last updated: Tuesday, May 7, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1038 | 14.65 | |
| 0.1022 | 39.34 | |
| 0.8674 | 266.24 | |
| 0.6627 | 17.95 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024