V-Lab
V-Lab
Meidensha Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:45.52% (+0.88%)

Analysis last updated: Friday, May 3, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Meidensha Corp EGARCH
paramt-stat
ω0.060717.55
α0.193838.62
β0.9727720.54
γ-0.0518-11.17
Estimation Period:
Jan 3, 1990 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts