V-Lab
Takeda Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.77% (-0.53%)
Analysis last updated: Thursday, May 2, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1520 | 5.65 | |
| 0.0884 | 7.79 | |
| 0.8561 | 47.52 | |
| -0.0265 | -0.50 | |
| 0.0664 | 0.85 | |
| -0.0570 | -1.11 | |
| -0.0547 | -1.17 | |
| 0.2153 | 3.72 | |
| -0.3071 | -3.09 | |
| 0.2946 | 2.39 | |
| -0.1654 | -1.73 | |
| 0.0041 | 0.06 | |
| 0.0507 | 1.00 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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