V-Lab: Mitsubishi Corp Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

Mitsubishi Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.60% (+0.61%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0932	27.74
$α$	0.1677	38.16
$β$	0.7878	277.02
$γ$	0.0572	8.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts