V-Lab: Takara Holdings Inc Asy. Power MEM Volatility Analysis

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V-Lab

Takara Holdings Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:20.74% (+0.23%)

Analysis last updated: Sunday, May 19, 2024 at 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0962	17.60
$α$	0.2167	61.81
$β$	0.7649	202.29
$γ$	0.0322	5.53
$δ$	1.2833	23.21

Estimation Period:
Nov 30, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts