V-Lab: Honda Motor Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Honda Motor Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.47% (-0.70%)

Analysis last updated: Saturday, May 11, 2024 at 04:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0433	22.24
$α$	0.1609	65.79
$β$	0.8297	315.36
$γ$	0.1034	16.07
$δ$	0.9814	19.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts