V-Lab
Chugai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:36.42% (-2.52%)
Analysis last updated: Tuesday, April 30, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3718 | 8.17 | |
| 0.0930 | 5.39 | |
| 0.8211 | 28.23 | |
| -0.0813 | -1.77 | |
| 0.1995 | 2.60 | |
| -0.1498 | -2.04 | |
| -0.0209 | -0.25 | |
| 0.1143 | 1.63 | |
| -0.1428 | -2.26 | |
| 0.2023 | 2.96 | |
| -0.2374 | -4.07 | |
| 0.1876 | 3.51 | |
| -0.0932 | -2.63 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Chugai Pharmaceutical Co Ltd Analyses