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V-Lab

Chugai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.93% (+1.20%)
Analysis last updated: Saturday, February 21, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chugai Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.52208.67
α0.08195.18
β0.843531.95
γ1-0.0140-0.49
γ20.10472.34
γ3-0.1659-4.78
γ40.10892.35
γ5-0.0751-1.20
γ60.11242.01
γ7-0.1472-3.41
γ80.15323.21
γ9-0.1162-2.85
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts