V-Lab: Dentsu Group Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Dentsu Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.47% (-0.92%)

Analysis last updated: Sunday, April 21, 2024 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0816	16.37
$α$	0.1576	47.33
$β$	0.8240	213.07
$γ$	0.0813	11.44
$δ$	1.2902	23.87

Estimation Period:
Dec 3, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts