V-Lab: Asahi Kasei Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Asahi Kasei Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.13% (-0.91%)

Analysis last updated: Tuesday, May 7, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0556	19.06
$α$	0.0848	37.41
$β$	0.9080	373.03
$γ$	0.3503	19.31
$δ$	1.3933	37.62

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts