V-Lab: Nitto Boseki Co Ltd APARCH Volatility Analysis

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V-Lab

Nitto Boseki Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:55.53% (-2.87%)

Analysis last updated: Saturday, May 18, 2024 at 01:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3087	14.58
$α$	0.1068	25.55
$β$	0.8494	155.76
$γ$	0.2762	16.46
$δ$	1.6152	33.55

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts