V-Lab: East Japan Railway Co Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

East Japan Railway Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.83% (+5.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0533	28.18
$α$	0.2050	70.68
$β$	0.7829	250.05
$γ$	0.0869	15.72
$δ$	1.5687	30.48

Estimation Period:
Oct 26, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts