V-Lab: Meidensha Corp EGARCH Volatility Analysis

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V-Lab

Meidensha Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:42.56% (+0.66%)

Analysis last updated: Sunday, April 28, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0606	17.52
$α$	0.1937	38.59
$β$	0.9727	720.54
$γ$	-0.0518	-11.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts