V-Lab: Amada Co Ltd AGARCH Volatility Analysis

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V-Lab

Amada Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.65% (+0.01%)

Analysis last updated: Sunday, April 21, 2024 at 01:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0609	11.96
$α$	0.0762	44.31
$β$	0.9063	467.91
$γ$	0.8042	20.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts