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

V-Lab

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V-Lab

Nitto Boseki Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:66.80% (-3.35%)

Analysis last updated: Saturday, May 18, 2024 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2021	20.69
$α$	0.2329	78.04
$β$	0.7323	207.68
$γ$	0.0855	15.56
$δ$	1.2589	28.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts