V-Lab
V-Lab
Takeda Pharmaceutical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:18.94% (+0.46%)

Analysis last updated: Friday, May 17, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Takeda Pharmaceutical Co Ltd MF2-GARCH
paramt-stat
m56
α0.046414.79
β0.8092117.50
γ0.095318.07
λ10.01682.60
λ20.03244.20
λ30.961198.32
Estimation Period:
Jan 3, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts