V-Lab: Nippon Express Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Nippon Express Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, November 24th, 2021:30.62% (-0.35%)

Analysis last updated: Monday, November 22, 2021 at 11:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0873	21.11
$α$	0.1981	57.78
$β$	0.7692	177.59
$γ$	0.0331	4.38
$δ$	0.8512	18.19

Estimation Period:
Nov 30, 1990 to Nov 22, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts