V-Lab: Konica Minolta Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Konica Minolta Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:30.22% (-0.75%)

Analysis last updated: Thursday, May 9, 2024 at 01:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0753	20.77
$α$	0.1666	66.42
$β$	0.8193	285.55
$γ$	0.0954	14.80
$δ$	1.1548	28.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts