V-Lab: Eisai Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Eisai Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.00% (+0.61%)

Analysis last updated: Sunday, May 19, 2024 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7231	4.68
$α$	0.0669	39.95
$β$	0.9914	583.87
$ν$	5	12.34

Estimation Period:
Jan 3, 1990 to May 17, 2024