V-Lab: Chugai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Chugai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.36% (+3.87%)

Analysis last updated: Sunday, April 21, 2024 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4242	8.44
$α$	0.0929	5.37
$β$	0.8202	28.09
$γ_{1}$	-0.0765	-1.68
$γ_{2}$	0.1963	2.58
$γ_{3}$	-0.1526	-2.10
$γ_{4}$	-0.0197	-0.24
$γ_{5}$	0.1148	1.66
$γ_{6}$	-0.1441	-2.29
$γ_{7}$	0.2036	2.99
$γ_{8}$	-0.2378	-4.09
$γ_{9}$	0.1858	3.51
$γ_{10}$	-0.0901	-2.58

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Chugai Pharmaceutical Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH