V-Lab: OKUMA Corp AGARCH Volatility Analysis

V-Lab

| |

V-Lab

OKUMA Corp AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.48% (-0.36%)

Analysis last updated: Thursday, May 2, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1499	17.94
$α$	0.0829	37.70
$β$	0.8920	371.84
$γ$	0.8226	14.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts