V-Lab: Hino Motors Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Hino Motors Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:33.19% (-1.54%)

Analysis last updated: Saturday, May 11, 2024 at 04:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0925	14.82
$α$	0.0912	29.44
$β$	0.9026	273.92
$γ$	0.3139	12.95
$δ$	1.3704	39.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts