V-Lab: Kyowa Kirin Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Kyowa Kirin Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.97% (+1.98%)

Analysis last updated: Friday, May 17, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0927	19.82
$α$	0.1877	65.64
$β$	0.7913	238.76
$γ$	0.0614	11.62
$δ$	1.4309	28.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts