V-Lab: Tokyo Gas Co Ltd APARCH Volatility Analysis

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V-Lab

Tokyo Gas Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.15% (-2.16%)

Analysis last updated: Saturday, May 11, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0672	16.14
$α$	0.1019	31.74
$β$	0.8827	241.03
$γ$	0.2029	12.39
$δ$	1.5895	32.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts