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 Monday, April 22nd, 2024:17.01% (-0.46%)

Analysis last updated: Sunday, April 21, 2024 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1261	5.51
$α$	0.0886	7.78
$β$	0.8555	47.11
$γ_{1}$	-0.0314	-0.59
$γ_{2}$	0.0726	0.92
$γ_{3}$	-0.0593	-1.15
$γ_{4}$	-0.0527	-1.13
$γ_{5}$	0.2134	3.68
$γ_{6}$	-0.3055	-3.06
$γ_{7}$	0.2935	2.38
$γ_{8}$	-0.1652	-1.72
$γ_{9}$	0.0048	0.07
$γ_{10}$	0.0499	0.98

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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