V-Lab: Teijin Ltd APARCH Volatility Analysis

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V-Lab

Teijin Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.28% (-1.00%)

Analysis last updated: Sunday, April 28, 2024 at 01:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0577	19.37
$α$	0.0833	40.28
$β$	0.9104	439.59
$γ$	0.3340	18.25
$δ$	1.2535	33.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts