V-Lab: Takeda Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Takeda Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:17.92% (+1.07%)

Analysis last updated: Thursday, April 18, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1103	5.47
$α$	0.0877	7.72
$β$	0.8558	46.75
$γ_{1}$	-0.0339	-0.63
$γ_{2}$	0.0748	0.95
$γ_{3}$	-0.0570	-1.11
$γ_{4}$	-0.0574	-1.23
$γ_{5}$	0.2184	3.74
$γ_{6}$	-0.3090	-3.08
$γ_{7}$	0.2951	2.40
$γ_{8}$	-0.1654	-1.74
$γ_{9}$	0.0048	0.07
$γ_{10}$	0.0497	0.99

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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