Chugai Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.11% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0840 | 15.67 | |
| 0.0324 | 13.66 | |
| 0.9240 | 259.26 | |
| 0.0541 | 10.49 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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