V-Lab: Nisshin Seifun Group Inc Asy. Power MEM Volatility Analysis

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V-Lab

Nisshin Seifun Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.42% (-0.96%)

Analysis last updated: Saturday, May 4, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0468	19.63
$α$	0.1638	63.01
$β$	0.8292	302.86
$γ$	0.0427	7.30
$δ$	1.5797	29.19

Estimation Period:
Nov 30, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts