V-Lab: Kikkoman Corp Asy. Power MEM Volatility Analysis

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V-Lab

Kikkoman Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.04% (-1.53%)

Analysis last updated: Friday, May 17, 2024 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0625	19.79
$α$	0.1885	63.54
$β$	0.7953	250.64
$γ$	0.0612	9.65
$δ$	0.9970	19.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts