Chugai Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.36% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2086 | 5.12 | |
| 0.0642 | 23.98 | |
| 0.9827 | 292.63 | |
| 4.8062 | 7.11 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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