V-Lab: Daiichi Sankyo Co Ltd AGARCH Volatility Analysis

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V-Lab

Daiichi Sankyo Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.50% (+2.18%)

Analysis last updated: Sunday, April 28, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0738	16.55
$α$	0.0878	39.48
$β$	0.8937	370.68
$γ$	0.4022	10.71

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts