V-Lab: Isetan Mitsukoshi Holdings Ltd APARCH Volatility Analysis

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V-Lab

Isetan Mitsukoshi Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.96% (-0.11%)

Analysis last updated: Saturday, May 11, 2024 at 05:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0977	15.20
$α$	0.0907	24.70
$β$	0.8984	223.93
$γ$	0.2220	12.17
$δ$	1.3845	32.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts