V-Lab: Mitsubishi Electric Corp Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Mitsubishi Electric Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:40.25% (+0.65%)

Analysis last updated: Sunday, April 28, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0501	21.19
$α$	0.1796	64.45
$β$	0.8037	244.66
$γ$	0.0934	14.76
$δ$	0.6531	14.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts