V-Lab: Tokai Carbon Co Ltd APARCH Volatility Analysis

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V-Lab

Tokai Carbon Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.83% (-0.84%)

Analysis last updated: Sunday, April 28, 2024 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0633	16.85
$α$	0.0887	36.14
$β$	0.9113	363.65
$γ$	0.2841	15.73
$δ$	1.1179	27.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts