V-Lab: Astellas Pharma Inc APARCH Volatility Analysis

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V-Lab

Astellas Pharma Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.49% (-1.19%)

Analysis last updated: Sunday, April 21, 2024 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0314	21.86
$α$	0.0722	35.09
$β$	0.9264	495.14
$γ$	0.3428	19.73
$δ$	1.2936	35.31

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts