V-Lab: FUJIFILM Holdings Corp APARCH Volatility Analysis

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V-Lab

FUJIFILM Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:26.52% (-0.33%)

Analysis last updated: Friday, May 17, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0865	18.04
$α$	0.0997	37.41
$β$	0.8822	250.85
$γ$	0.3654	19.35
$δ$	1.2163	30.65

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts