V-Lab: Nitto Boseki Co Ltd APARCH Volatility Analysis

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V-Lab

Nitto Boseki Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:46.61% (-3.49%)

Analysis last updated: Sunday, May 5, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3302	14.76
$α$	0.1134	26.20
$β$	0.8384	148.78
$γ$	0.2779	16.79
$δ$	1.5935	33.76

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts