V-Lab: Suzuki Motor Corp Asy. Power MEM Volatility Analysis

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V-Lab

Suzuki Motor Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:41.44% (+4.00%)

Analysis last updated: Saturday, May 18, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0579	19.11
$α$	0.1643	62.99
$β$	0.8259	288.49
$γ$	0.0745	12.01
$δ$	1.1022	23.81

Estimation Period:
Nov 30, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts