V-Lab
Chugai Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:36.36% (-3.08%)
Analysis last updated: Sunday, April 28, 2024 at 01:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3750 | 8.28 | |
| 0.0942 | 5.42 | |
| 0.8196 | 28.23 | |
| -0.0933 | -2.06 | |
| 0.2197 | 2.89 | |
| -0.1601 | -2.19 | |
| -0.0228 | -0.28 | |
| 0.1260 | 1.83 | |
| -0.1603 | -2.57 | |
| 0.2233 | 3.29 | |
| -0.2646 | -4.46 | |
| 0.2360 | 3.84 | |
| -0.2198 | -2.42 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
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