V-Lab: Trend Micro Inc/Japan APARCH Volatility Analysis

V-Lab

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V-Lab

Trend Micro Inc/Japan APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:32.39% (+6.15%)

Analysis last updated: Saturday, May 11, 2024 at 04:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0665	15.47
$α$	0.0920	30.41
$β$	0.9080	312.66
$γ$	0.1816	7.36
$δ$	1.2423	31.78

Estimation Period:
Aug 18, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts