V-Lab
V-Lab
Tokyo Stock Exchange MOTHERS Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:24.10% (+0.56%)

Analysis last updated: Friday, May 10, 2024 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Stock Exchange MOTHERS Index AMEM
paramt-stat
ω0.246130.62
α0.316130.51
β0.572789.91
γ0.181210.35
Estimation Period:
Sep 16, 2003 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts