V-Lab: Marui Group Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Marui Group Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.67% (-1.74%)

Analysis last updated: Saturday, May 11, 2024 at 04:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0716	26.32
$α$	0.1859	69.64
$β$	0.7907	257.14
$γ$	0.0889	17.21
$δ$	0.8648	20.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts