V-Lab: Mitsui OSK Lines Ltd APARCH Volatility Analysis

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V-Lab

Mitsui OSK Lines Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.98% (-1.55%)

Analysis last updated: Tuesday, May 7, 2024 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0850	16.86
$α$	0.0726	37.42
$β$	0.9164	465.43
$γ$	0.2270	16.92
$δ$	1.7957	32.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts