V-Lab: Oji Holdings Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Oji Holdings Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.71% (+3.92%)

Analysis last updated: Sunday, April 28, 2024 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0449	24.13
$α$	0.1975	69.51
$β$	0.7938	257.74
$γ$	0.0238	4.62
$δ$	0.9051	21.08

Estimation Period:
Nov 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts