V-Lab: TOPPAN Holdings Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

TOPPAN Holdings Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.54% (-0.16%)

Analysis last updated: Saturday, May 11, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0481	21.71
$α$	0.1634	63.57
$β$	0.8190	284.39
$γ$	0.0709	11.26
$δ$	0.7733	15.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts