V-Lab: Tokai Carbon Co Ltd APARCH Volatility Analysis

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V-Lab

Tokai Carbon Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:33.48% (-0.52%)

Analysis last updated: Thursday, May 16, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0678	15.65
$α$	0.0880	35.66
$β$	0.9108	360.27
$γ$	0.2823	15.76
$δ$	1.1473	27.32

Estimation Period:
Jan 4, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts