Chugai Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.91% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 15.55 | |
| 0.0318 | 13.49 | |
| 0.9247 | 259.89 | |
| 0.0542 | 10.55 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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