V-Lab: Yokohama Rubber Co Ltd/The APARCH Volatility Analysis

V-Lab

| |

V-Lab

Yokohama Rubber Co Ltd/The APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.51% (-1.73%)

Analysis last updated: Tuesday, April 30, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0952	18.39
$α$	0.1040	42.18
$β$	0.8825	296.74
$γ$	0.3351	20.57
$δ$	1.3876	32.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts