V-Lab: Central Japan Railway Co Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Central Japan Railway Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:21.17% (+0.80%)

Analysis last updated: Thursday, May 16, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0342	27.89
$α$	0.2310	68.21
$β$	0.7565	207.62
$γ$	0.0347	5.93
$δ$	0.5000	30.08

Estimation Period:
Oct 8, 1997 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts