V-Lab
Takeda Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:20.05% (-0.16%)
Analysis last updated: Friday, May 17, 2024 at 12:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0870 | 5.35 | |
| 0.0887 | 7.88 | |
| 0.8557 | 47.44 | |
| -0.0543 | -1.01 | |
| 0.1073 | 1.36 | |
| -0.0748 | -1.45 | |
| -0.0518 | -1.11 | |
| 0.2219 | 3.90 | |
| -0.3168 | -3.24 | |
| 0.3027 | 2.47 | |
| -0.1672 | -1.70 | |
| -0.0073 | -0.09 | |
| 0.0884 | 0.86 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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