Astellas Pharma Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.91% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 22.93 | |
| 0.0721 | 34.43 | |
| 0.9139 | 398.55 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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