V-Lab: Astellas Pharma Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Astellas Pharma Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:36.80% (-1.81%)

Analysis last updated: Wednesday, April 17, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0315	21.65
$α$	0.0732	34.89
$β$	0.9255	485.29
$γ$	0.3280	19.72
$δ$	1.3050	34.95

Estimation Period:
Jan 4, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts