V-Lab: Mitsubishi Electric Corp Asy. MEM Volatility Analysis

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V-Lab

Mitsubishi Electric Corp Asy. MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:50.92% (+1.10%)

Analysis last updated: Saturday, May 11, 2024 at 04:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1153	26.61
$α$	0.1457	38.50
$β$	0.8097	277.67
$γ$	0.0513	7.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts