V-Lab
Chugai Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:30.42% (-1.16%)
Analysis last updated: Sunday, May 19, 2024 at 01:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0087 | 5.53 | |
| 0.0670 | 23.88 | |
| 0.9812 | 285.30 | |
| 5 | 6.68 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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