Chugai Pharmaceutical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.78% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0436 | 17.58 | |
| 0.8228 | 97.08 | |
| 0.0767 | 10.55 | |
| 0.0188 | 2.27 | |
| 0.0255 | 4.13 | |
| 0.9704 | 130.91 |
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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