V-Lab: Nippon Kayaku Co Ltd APARCH Volatility Analysis

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V-Lab

Nippon Kayaku Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:27.27% (-0.90%)

Analysis last updated: Sunday, May 19, 2024 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0640	16.50
$α$	0.0792	29.16
$β$	0.9103	300.04
$γ$	0.4876	21.65
$δ$	1.3305	35.86

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts