V-Lab
Eisai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.20% (-0.34%)
Analysis last updated: Sunday, April 21, 2024 at 01:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 19.36 | |
| 0.0826 | 20.28 | |
| 0.8971 | 279.21 | |
| 0.0229 | 3.53 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024