V-Lab: Fujikura Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Fujikura Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:68.73% (+0.10%)

Analysis last updated: Saturday, May 18, 2024 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0678	15.73
$α$	0.1597	63.29
$β$	0.8283	280.70
$γ$	0.0671	11.11
$δ$	1.0272	14.31

Estimation Period:
Nov 30, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts