V-Lab: Tokai Carbon Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Tokai Carbon Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.80% (0.00%)

Analysis last updated: Friday, May 17, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0637	17.57
$α$	0.1796	65.85
$β$	0.8075	265.87
$γ$	0.0703	9.92
$δ$	0.8374	17.12

Estimation Period:
Nov 30, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts