V-Lab: Astellas Pharma Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Astellas Pharma Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.06% (-1.54%)

Analysis last updated: Tuesday, April 30, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1616	6.54
$α$	0.0811	8.27
$β$	0.8736	63.29
$γ_{1}$	-0.0542	-1.33
$γ_{2}$	0.2088	3.45
$γ_{3}$	-0.2972	-7.20
$γ_{4}$	0.1883	4.75
$γ_{5}$	-0.0558	-1.39
$γ_{6}$	0.0369	1.00
$γ_{7}$	-0.0520	-1.37
$γ_{8}$	0.0477	1.27
$γ_{9}$	-0.0353	-1.33

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts