Takeda Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.43% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 21.01 | |
| 0.0433 | 19.81 | |
| 0.9011 | 348.87 | |
| 0.0737 | 9.45 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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