V-Lab: Trend Micro Inc/Japan EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Trend Micro Inc/Japan EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.92% (+0.21%)

Analysis last updated: Sunday, April 21, 2024 at 01:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0407	15.52
$α$	0.1647	31.63
$β$	0.9827	1018.35
$γ$	-0.0302	-4.89

Estimation Period:
Aug 18, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts