V-Lab
V-Lab

Chugai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:30.37% (-0.63%)

Analysis last updated: Thursday, March 28, 2024 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chugai Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.34238.10
α0.09415.34
β0.817327.68
γ1-0.0872-1.89
γ20.20632.69
γ3-0.1484-2.05
γ4-0.0272-0.34
γ50.12371.82
γ6-0.1554-2.46
γ70.21663.17
γ8-0.2485-4.25
γ90.19193.61
γ10-0.0926-2.65
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts