V-Lab: Nitto Denko Corp Asy. Power MEM Volatility Analysis

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V-Lab

Nitto Denko Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:32.04% (-0.51%)

Analysis last updated: Thursday, May 9, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0802	23.23
$α$	0.1547	70.50
$β$	0.8265	325.79
$γ$	0.0992	17.43
$δ$	1.1779	26.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts