V-Lab: Tokyu Fudosan Holdings Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Tokyu Fudosan Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.47% (+1.48%)

Analysis last updated: Friday, May 10, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1180	12.07
$α$	0.0987	21.90
$β$	0.8647	146.36
$γ$	0.4850	13.63
$δ$	1.0663	10.68

Estimation Period:
Oct 1, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts