V-Lab: Meidensha Corp APARCH Volatility Analysis

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V-Lab

Meidensha Corp APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.65% (-2.03%)

Analysis last updated: Saturday, May 11, 2024 at 04:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1019	16.81
$α$	0.1033	37.06
$β$	0.8919	319.20
$γ$	0.2426	15.69
$δ$	1.4754	36.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts