V-Lab: Tokyu Fudosan Holdings Corp APARCH Volatility Analysis

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V-Lab

Tokyu Fudosan Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.82% (-1.10%)

Analysis last updated: Sunday, April 28, 2024 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1167	12.08
$α$	0.0980	21.85
$β$	0.8661	148.54
$γ$	0.4857	13.67
$δ$	1.0719	10.73

Estimation Period:
Oct 1, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts