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

V-Lab

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V-Lab

Central Japan Railway Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.40% (+1.03%)

Analysis last updated: Wednesday, May 1, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0342	27.82
$α$	0.2313	68.14
$β$	0.7563	207.14
$γ$	0.0346	5.90
$δ$	0.5000	30.08

Estimation Period:
Oct 8, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts