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

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V-Lab

Eisai Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:21.07% (+0.60%)

Analysis last updated: Sunday, May 19, 2024 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8109	5.67
$α$	0.1199	8.44
$β$	0.7788	27.99
$γ_{1}$	-0.0903	-1.70
$γ_{2}$	0.2115	2.82
$γ_{3}$	-0.1993	-4.30
$γ_{4}$	0.0324	0.79
$γ_{5}$	0.1414	3.63
$γ_{6}$	-0.2126	-4.93
$γ_{7}$	0.2562	4.73
$γ_{8}$	-0.1761	-2.52
$γ_{9}$	-0.0050	-0.05
$γ_{10}$	-0.0116	-0.08

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

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Volatility Forecasts

Volatility Forecasts