V-Lab: Hitachi Zosen Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Hitachi Zosen Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:35.66% (-2.28%)

Analysis last updated: Sunday, May 19, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1181	15.50
$α$	0.1927	55.91
$β$	0.7933	225.19
$γ$	0.0324	5.03
$δ$	1.5759	27.31

Estimation Period:
Nov 30, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts