V-Lab: Hanshin Construction APARCH Volatility Analysis

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V-Lab

Hanshin Construction APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.20% (-0.46%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1989	17.54
$α$	0.1413	46.12
$β$	0.8540	281.10
$γ$	0.0186	2.18
$δ$	1.8584	42.66

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts