V-Lab: Mitsui Chemicals Inc APARCH Volatility Analysis

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V-Lab

Mitsui Chemicals Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:29.21% (+0.50%)

Analysis last updated: Wednesday, May 1, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0843	17.96
$α$	0.0864	36.42
$β$	0.9026	404.01
$γ$	0.3239	19.63
$δ$	1.4961	31.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts