V-Lab: Astellas Pharma Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Astellas Pharma Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:24.27% (-0.34%)

Analysis last updated: Thursday, April 18, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2008	7.29
$α$	0.0619	32.19
$β$	0.9888	637.54
$ν$	7	6.56

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