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V-Lab

Astellas Pharma Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.60% (-1.46%)
Analysis last updated: Sunday, February 15, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Astellas Pharma Inc SGARCH
paramt-stat
ω1.10756.72
α0.08988.55
β0.851155.45
γ1-0.0517-1.55
γ20.19684.01
γ3-0.3001-9.16
γ40.23557.22
γ5-0.1165-3.26
γ60.06151.77
γ7-0.0251-0.67
γ8-0.0147-0.31
γ90.02860.49
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts