V-Lab: Marui Group Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Marui Group Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.57% (+1.05%)

Analysis last updated: Sunday, April 28, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0717	26.34
$α$	0.1860	69.63
$β$	0.7905	256.83
$γ$	0.0890	17.21
$δ$	0.8627	20.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts