V-Lab: Hokuetsu Corp Asy. MEM Volatility Analysis

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V-Lab

Hokuetsu Corp Asy. MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:57.58% (-0.39%)

Analysis last updated: Saturday, May 11, 2024 at 05:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0850	26.14
$α$	0.1395	36.50
$β$	0.8334	315.33
$γ$	0.0280	4.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts