V-Lab: AGC Inc/Japan APARCH Volatility Analysis

V-Lab

| |

V-Lab

AGC Inc/Japan APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.85% (+0.66%)

Analysis last updated: Thursday, May 2, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0312	17.83
$α$	0.0630	32.74
$β$	0.9366	506.01
$γ$	0.3666	17.72
$δ$	1.0601	34.27

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts