V-Lab
Chugai Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:26.75% (-1.46%)
Analysis last updated: Sunday, May 19, 2024 at 01:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3788 | 8.27 | |
| 0.0932 | 5.44 | |
| 0.8221 | 28.64 | |
| -0.0920 | -2.03 | |
| 0.2180 | 2.86 | |
| -0.1603 | -2.19 | |
| -0.0211 | -0.26 | |
| 0.1233 | 1.78 | |
| -0.1561 | -2.51 | |
| 0.2179 | 3.21 | |
| -0.2594 | -4.38 | |
| 0.2317 | 3.77 | |
| -0.2152 | -2.38 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
News Impact Curve
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