V-Lab: AGC Inc/Japan Asy. Power MEM Volatility Analysis

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V-Lab

AGC Inc/Japan Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.78% (+0.20%)

Analysis last updated: Sunday, April 21, 2024 at 01:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0357	29.25
$α$	0.1497	71.23
$β$	0.8441	379.37
$γ$	0.0913	16.43
$δ$	1.0333	30.10

Estimation Period:
Nov 30, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts