V-Lab: Hino Motors Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Hino Motors Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:35.36% (-2.56%)

Analysis last updated: Thursday, May 9, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0735	19.78
$α$	0.1581	55.46
$β$	0.8365	293.80
$γ$	0.0780	12.29
$δ$	1.4513	30.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts