V-Lab: Japan Tobacco Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Japan Tobacco Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.41% (+0.96%)

Analysis last updated: Wednesday, May 1, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0470	12.37
$α$	0.0956	33.02
$β$	0.9044	248.59
$γ$	0.1768	8.11
$δ$	1.1959	28.18

Estimation Period:
Oct 27, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts