V-Lab: Shinkin Central Bank Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Shinkin Central Bank Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:5.55% (-0.01%)

Analysis last updated: Sunday, May 19, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0183	13.68
$α$	0.3254	41.32
$β$	0.6746	88.85
$γ$	0.0081	0.63
$δ$	1.4658	25.81

Estimation Period:
Dec 22, 2000 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts