V-Lab: Toray Industries Inc Asy. Power MEM Volatility Analysis

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V-Lab

Toray Industries Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:19.94% (-2.03%)

Analysis last updated: Friday, May 10, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0817	23.32
$α$	0.2193	66.83
$β$	0.7425	187.73
$γ$	0.0716	11.75
$δ$	0.6600	14.02

Estimation Period:
Nov 30, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts