V-Lab: Uni-Chem Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Uni-Chem Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:36.26% (-1.09%)

Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1431	14.46
$α$	0.0805	32.06
$β$	0.9174	443.18
$γ$	-0.0680	-4.57
$δ$	1.8693	37.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts