V-Lab
V-Lab
Nippon Yusen KK Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:43.67% (-1.60%)

Analysis last updated: Wednesday, May 15, 2024 at 02:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Yusen KK AMEM
paramt-stat
ω0.082124.39
α0.150939.47
β0.8287333.07
γ0.01542.54
Estimation Period:
Nov 30, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts