Chugai Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.75% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0839 | 15.66 | |
| 0.0323 | 13.65 | |
| 0.9241 | 259.59 | |
| 0.0541 | 10.49 |
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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