V-Lab: Dowa Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Dowa Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.11% (+3.03%)

Analysis last updated: Sunday, April 28, 2024 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0522	21.24
$α$	0.1713	65.12
$β$	0.8216	290.71
$γ$	0.1176	21.81
$δ$	1.0599	19.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts