V-Lab: Panasonic Holdings Corp Asy. Power MEM Volatility Analysis

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V-Lab

Panasonic Holdings Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.42% (-2.13%)

Analysis last updated: Sunday, April 28, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0753	17.13
$α$	0.1624	55.03
$β$	0.8198	235.58
$γ$	0.0901	15.48
$δ$	1.4375	22.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts