V-Lab: Furukawa Electric Co Ltd EGARCH Volatility Analysis

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V-Lab

Furukawa Electric Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.55% (-1.73%)

Analysis last updated: Tuesday, May 7, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0442	15.39
$α$	0.1709	42.52
$β$	0.9802	859.86
$γ$	-0.0277	-7.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts