V-Lab: Kobe Steel Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Kobe Steel Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:30.08% (+0.32%)

Analysis last updated: Wednesday, May 1, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1890	13.03
$α$	0.2422	66.53
$β$	0.7195	186.50
$γ$	0.0383	7.79
$δ$	1.3286	16.63

Estimation Period:
Nov 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts