V-Lab: Eisai Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Eisai Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.05% (-1.64%)

Analysis last updated: Sunday, May 5, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8793	6.11
$α$	0.1197	8.27
$β$	0.7845	28.98
$γ_{1}$	-0.0546	-1.04
$γ_{2}$	0.1563	2.10
$γ_{3}$	-0.1676	-3.52
$γ_{4}$	0.0160	0.38
$γ_{5}$	0.1421	3.58
$γ_{6}$	-0.2006	-4.54
$γ_{7}$	0.2347	4.31
$γ_{8}$	-0.1437	-2.20
$γ_{9}$	-0.0560	-0.71
$γ_{10}$	0.1063	1.69

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

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Volatility Forecasts