V-Lab: Marui Group Co Ltd APARCH Volatility Analysis

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V-Lab

Marui Group Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.91% (-0.75%)

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
$ω$	0.1147	10.12
$α$	0.0861	31.89
$β$	0.8885	245.98
$γ$	0.3760	21.30
$δ$	1.3746	21.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts