V-Lab: Yamato Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Yamato Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.88% (-0.30%)

Analysis last updated: Sunday, April 28, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0456	24.74
$α$	0.1468	66.17
$β$	0.8391	325.62
$γ$	0.0530	8.77
$δ$	0.9875	23.77

Estimation Period:
Nov 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts