V-Lab: Dentsu Group Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Dentsu Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.57% (-0.71%)

Analysis last updated: Thursday, May 9, 2024 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0813	16.37
$α$	0.1577	47.36
$β$	0.8239	213.13
$γ$	0.0813	11.44
$δ$	1.2872	23.81

Estimation Period:
Dec 3, 2001 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts