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

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V-Lab

Tokuyama Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.79% (-2.63%)

Analysis last updated: Friday, May 17, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1394	18.23
$α$	0.1850	62.47
$β$	0.7967	244.84
$γ$	0.0495	8.06
$δ$	1.4456	28.68

Estimation Period:
Nov 30, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts