V-Lab: Toyo Seikan Group Holdings Ltd APARCH Volatility Analysis

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V-Lab

Toyo Seikan Group Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.06% (-0.73%)

Analysis last updated: Sunday, April 28, 2024 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0973	15.44
$α$	0.0856	30.93
$β$	0.8983	255.93
$γ$	0.3429	14.95
$δ$	1.3554	35.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts