Takeda Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.38% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 20.97 | |
| 0.0433 | 19.74 | |
| 0.9009 | 348.38 | |
| 0.0741 | 9.47 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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