V-Lab: Trend Micro Inc/Japan Asy. Power MEM Volatility Analysis

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V-Lab

Trend Micro Inc/Japan Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.93% (-0.29%)

Analysis last updated: Sunday, April 28, 2024 at 01:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0793	13.58
$α$	0.1776	53.56
$β$	0.8166	240.09
$γ$	0.0929	13.77
$δ$	1.5318	23.83

Estimation Period:
Aug 18, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts