V-Lab: Citizen Watch Co Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Citizen Watch Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.60% (-0.38%)

Analysis last updated: Thursday, April 18, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1412	13.45
$α$	0.0772	42.12
$β$	0.8929	323.51
$γ$	0.4790	8.23

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts