V-Lab: Toyobo Co Ltd APARCH Volatility Analysis

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V-Lab

Toyobo Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.58% (-1.15%)

Analysis last updated: Thursday, May 2, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0535	16.15
$α$	0.0891	34.30
$β$	0.9100	345.75
$γ$	0.2571	11.86
$δ$	1.2912	37.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts