V-Lab
Shionogi & Co Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.36% (-0.56%)
Analysis last updated: Wednesday, May 1, 2024 at 11:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1191 | 22.56 | |
| 0.0963 | 33.46 | |
| 0.8817 | 273.47 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Shionogi & Co Ltd Analyses