V-Lab: JFE Holdings Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

JFE Holdings Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:23.29% (-1.92%)

Analysis last updated: Friday, May 17, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0774	13.00
$α$	0.1887	52.49
$β$	0.7910	197.71
$γ$	0.0653	10.36
$δ$	0.9367	12.01

Estimation Period:
Sep 26, 2002 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts