V-Lab: JFE Holdings Inc APARCH Volatility Analysis

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V-Lab

JFE Holdings Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:24.21% (-0.51%)

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
$ω$	0.0645	11.07
$α$	0.0606	17.20
$β$	0.9316	281.04
$γ$	0.2024	10.15
$δ$	1.5092	18.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts