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

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V-Lab

Olympus Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.30% (+0.06%)

Analysis last updated: Thursday, May 2, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0716	20.20
$α$	0.1557	60.96
$β$	0.8353	288.84
$γ$	0.0820	13.71
$δ$	1.3037	27.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts