V-Lab: Citizen Watch Co Ltd APARCH Volatility Analysis

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V-Lab

Citizen Watch Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.27% (-0.05%)

Analysis last updated: Wednesday, May 1, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0765	14.46
$α$	0.0878	36.86
$β$	0.9018	288.67
$γ$	0.2218	10.90
$δ$	1.1175	25.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts