V-Lab: Eisai Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Eisai Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.87% (-1.36%)

Analysis last updated: Tuesday, April 30, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8794	6.12
$α$	0.1201	8.27
$β$	0.7835	28.79
$γ_{1}$	-0.0546	-1.04
$γ_{2}$	0.1560	2.10
$γ_{3}$	-0.1661	-3.48
$γ_{4}$	0.0131	0.31
$γ_{5}$	0.1457	3.66
$γ_{6}$	-0.2039	-4.58
$γ_{7}$	0.2365	4.32
$γ_{8}$	-0.1434	-2.18
$γ_{9}$	-0.0567	-0.72
$γ_{10}$	0.1060	1.69

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts