V-Lab: Daiichi Sankyo Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Daiichi Sankyo Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:33.81% (-3.11%)

Analysis last updated: Friday, May 10, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0957	24.42
$β$	0.6453	48.20
$γ$	0.0793	9.81
$λ_{1}$	0.0198	2.32
$λ_{2}$	0.0317	4.31
$λ_{3}$	0.9636	114.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts