V-Lab
Chugai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:33.07% (-2.03%)
Analysis last updated: Sunday, May 5, 2024 at 12:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3854 | 8.20 | |
| 0.0916 | 5.38 | |
| 0.8241 | 28.66 | |
| -0.0786 | -1.71 | |
| 0.1961 | 2.55 | |
| -0.1490 | -2.03 | |
| -0.0207 | -0.25 | |
| 0.1135 | 1.61 | |
| -0.1417 | -2.24 | |
| 0.2006 | 2.92 | |
| -0.2347 | -4.01 | |
| 0.1844 | 3.45 | |
| -0.0910 | -2.58 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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