V-Lab: Shionogi & Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Shionogi & Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.79% (-1.21%)

Analysis last updated: Saturday, May 11, 2024 at 04:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0869	21.18
$α$	0.1984	65.21
$β$	0.7830	223.51
$γ$	0.0656	10.69
$δ$	1.1552	25.28

Estimation Period:
Nov 30, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts