V-Lab: Isetan Mitsukoshi Holdings Ltd AGARCH Volatility Analysis

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V-Lab

Isetan Mitsukoshi Holdings Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:45.28% (-2.82%)

Analysis last updated: Sunday, April 28, 2024 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1996	20.41
$α$	0.0990	33.75
$β$	0.8647	259.67
$γ$	0.5508	10.19

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts