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

V-Lab

| |

V-Lab

Eisai Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.06% (-1.57%)

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
$ω$	0.9519	6.92
$α$	0.1185	8.37
$β$	0.7814	28.32
$γ_{1}$	-0.0378	-0.77
$γ_{2}$	0.1412	2.00
$γ_{3}$	-0.1722	-3.72
$γ_{4}$	0.0166	0.40
$γ_{5}$	0.1528	3.89
$γ_{6}$	-0.2207	-5.02
$γ_{7}$	0.2601	4.71
$γ_{8}$	-0.1747	-2.45
$γ_{9}$	-0.0077	-0.08
$γ_{10}$	-0.0067	-0.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts