V-Lab: JGC Holdings Corp Asy. Power MEM Volatility Analysis

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V-Lab

JGC Holdings Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:49.32% (+18.39%)

Analysis last updated: Friday, May 17, 2024 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1317	15.10
$α$	0.1992	64.78
$β$	0.7772	230.49
$γ$	0.0745	10.93
$δ$	1.3088	16.81

Estimation Period:
Nov 30, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts