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V-Lab

Chugai Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.92% (-1.98%)
Analysis last updated: Sunday, February 15, 2026 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chugai Pharmaceutical Co Ltd SGARCH
paramt-stat
ω1.48358.64
α0.08135.28
β0.843931.76
γ1-0.0280-0.99
γ20.12892.92
γ3-0.1845-5.35
γ40.12422.66
γ5-0.0861-1.37
γ60.11472.05
γ7-0.1314-3.11
γ80.10122.34
γ90.02250.38
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts