V-Lab: Asahi Group Holdings Ltd EGARCH Volatility Analysis

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V-Lab

Asahi Group Holdings Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:20.87% (+0.07%)

Analysis last updated: Sunday, April 14, 2024 at 01:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0563	18.38
$α$	0.2011	38.06
$β$	0.9484	399.81
$γ$	-0.0509	-10.17

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts