Takeda Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.51% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1606 | 15.22 | |
| 0.0584 | 9.46 | |
| 0.8266 | 92.10 | |
| 0.0535 | 4.69 |
Estimation Period:
Jan 5, 2010 to Feb 6, 2026
Jan 5, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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