V-Lab: Asahi Group Holdings Ltd APARCH Volatility Analysis

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V-Lab

Asahi Group Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.19% (-1.15%)

Analysis last updated: Sunday, May 5, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0973	21.48
$α$	0.1081	37.06
$β$	0.8627	217.58
$γ$	0.2454	14.65
$δ$	1.3409	33.66

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts