V-Lab: Astellas Pharma Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Astellas Pharma Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.60% (-1.10%)

Analysis last updated: Thursday, May 2, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0415	20.18
$α$	0.0373	20.71
$β$	0.9219	479.92
$γ$	0.0582	12.16

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

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Volatility Forecasts