V-Lab: Nippon Steel Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Nippon Steel Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.59% (+1.75%)

Analysis last updated: Friday, May 10, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0519	20.72
$α$	0.1994	73.32
$β$	0.7862	275.39
$γ$	0.0809	14.69
$δ$	0.7983	15.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts