V-Lab: Kao Corp APARCH Volatility Analysis

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V-Lab

Kao Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:17.99% (-0.42%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0717	18.20
$α$	0.0881	29.62
$β$	0.8904	232.30
$γ$	0.2860	12.30
$δ$	1.1058	27.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts