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Chugai Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.00% (-0.30%)
Analysis last updated: Thursday, February 19, 2026 at 08:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chugai Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.55358.80
α0.08115.16
β0.844532.07
γ1-0.0109-0.38
γ20.10132.28
γ3-0.1659-4.82
γ40.10972.39
γ5-0.0769-1.24
γ60.11482.07
γ7-0.1502-3.50
γ80.15613.29
γ9-0.1184-2.92
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts