V-Lab: Chugai Pharmaceutical Co Ltd APARCH Volatility Analysis

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V-Lab

Chugai Pharmaceutical Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:31.06% (-1.24%)

Analysis last updated: Sunday, May 19, 2024 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0690	15.38
$α$	0.0803	20.69
$β$	0.9086	218.57
$γ$	0.3367	15.41
$δ$	1.2397	28.83

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts