V-Lab: Shinkin Central Bank Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Shinkin Central Bank Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:5.95% (-0.55%)

Analysis last updated: Friday, May 3, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0184	13.68
$α$	0.3256	41.29
$β$	0.6744	88.63
$γ$	0.0085	0.67
$δ$	1.4627	25.74

Estimation Period:
Dec 22, 2000 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts