V-Lab: Shiga Bank Ltd/The APARCH Volatility Analysis

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V-Lab

Shiga Bank Ltd/The APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.85% (-1.41%)

Analysis last updated: Saturday, May 4, 2024 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1152	19.63
$α$	0.0982	35.76
$β$	0.8715	253.33
$γ$	0.1674	9.99
$δ$	1.7888	37.52

Estimation Period:
Jan 4, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts