V-Lab: Hokuetsu Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Hokuetsu Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:57.10% (+1.80%)

Analysis last updated: Friday, May 10, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0636	20.41
$α$	0.1668	55.21
$β$	0.8246	258.49
$γ$	0.0531	8.10
$δ$	1.3107	23.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts