V-Lab: OKUMA Corp APARCH Volatility Analysis

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V-Lab

OKUMA Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.50% (-0.98%)

Analysis last updated: Tuesday, May 7, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0855	17.63
$α$	0.0777	30.48
$β$	0.9146	372.85
$γ$	0.2913	11.76
$δ$	1.3521	29.20

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts