Astellas Pharma Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.98% (+8.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 21.69 | |
| 0.0404 | 21.30 | |
| 0.9145 | 445.66 | |
| 0.0606 | 12.08 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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