V-Lab: Denso Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Denso Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:26.80% (-1.29%)

Analysis last updated: Wednesday, May 15, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0352	22.07
$α$	0.0738	41.89
$β$	0.9262	522.96
$γ$	0.3822	18.97
$δ$	1.1542	29.33

Estimation Period:
Jan 3, 1990 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts