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

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V-Lab

Eisai Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.69% (-0.22%)

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
$ω$	0.8791	6.11
$α$	0.1203	8.27
$β$	0.7832	28.71
$γ_{1}$	-0.0549	-1.05
$γ_{2}$	0.1564	2.10
$γ_{3}$	-0.1664	-3.49
$γ_{4}$	0.0133	0.31
$γ_{5}$	0.1456	3.65
$γ_{6}$	-0.2039	-4.58
$γ_{7}$	0.2366	4.32
$γ_{8}$	-0.1435	-2.18
$γ_{9}$	-0.0569	-0.72
$γ_{10}$	0.1065	1.69

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

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