V-Lab
V-Lab

Eisai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:27.36% (-0.71%)

Analysis last updated: Friday, March 29, 2024 at 01:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eisai Co Ltd S0GARCH
paramt-stat
ω0.87816.12
α0.12078.27
β0.781828.44
γ1-0.0551-1.05
γ20.15632.09
γ3-0.1638-3.42
γ40.00740.17
γ50.15293.81
γ6-0.2105-4.65
γ70.24064.32
γ8-0.1441-2.15
γ9-0.0558-0.69
γ100.10321.61
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts