V-Lab: Asahi Kasei Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Asahi Kasei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.25% (+0.13%)

Analysis last updated: Sunday, April 21, 2024 at 01:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0943	8.95
$α$	0.0867	9.94
$β$	0.8960	91.73
$γ_{1}$	0.0001	0.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts