V-Lab: Tokai Carbon Co Ltd AGARCH Volatility Analysis

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V-Lab

Tokai Carbon Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.14% (-0.44%)

Analysis last updated: Sunday, April 28, 2024 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1235	16.74
$α$	0.0877	44.03
$β$	0.8943	431.40
$γ$	0.6223	12.30

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts