V-Lab: Asahi Group Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Asahi Group Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.90% (-1.81%)

Analysis last updated: Thursday, May 2, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0469	23.92
$α$	0.1556	56.38
$β$	0.8293	267.00
$γ$	0.0739	12.92
$δ$	1.0421	21.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts