V-Lab: JGC Holdings Corp APARCH Volatility Analysis

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V-Lab

JGC Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:40.56% (+7.36%)

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
$ω$	0.0927	14.54
$α$	0.0878	33.65
$β$	0.9001	306.88
$γ$	0.2924	14.81
$δ$	1.1701	33.05

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts