V-Lab: Asahi Group Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Asahi Group Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:21.75% (-1.05%)

Analysis last updated: Saturday, April 20, 2024 at 02:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0469	23.91
$α$	0.1556	56.34
$β$	0.8294	267.03
$γ$	0.0737	12.88
$δ$	1.0448	21.62

Estimation Period:
Nov 30, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts