Astellas Pharma Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.83% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 21.87 | |
| 0.0415 | 21.40 | |
| 0.9129 | 435.12 | |
| 0.0612 | 12.04 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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