V-Lab: Toshiba Corp Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Toshiba Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2023:2.59% (+0.45%)

Analysis last updated: Thursday, December 21, 2023 at 07:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	3.39
$α$	0.1381	67.28
$β$	0.8619	438.42
$γ$	0.0891	12.20
$δ$	1.9789	37.40

Estimation Period:
Nov 30, 1990 to Dec 15, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts