V-Lab: Asahi Kasei Corp APARCH Volatility Analysis

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V-Lab

Asahi Kasei Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.13% (+0.85%)

Analysis last updated: Sunday, April 21, 2024 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0558	19.07
$α$	0.0850	37.45
$β$	0.9078	372.35
$γ$	0.3499	19.31
$δ$	1.3926	37.60

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts