V-Lab: Toyobo Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Toyobo Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.57% (+1.97%)

Analysis last updated: Friday, May 17, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0659	22.58
$α$	0.2101	67.90
$β$	0.7668	216.13
$γ$	0.0653	9.39
$δ$	0.6557	14.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts