Daiichi Sankyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.06% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0792 | 21.20 | |
| 0.0592 | 23.69 | |
| 0.9004 | 389.09 | |
| 0.0502 | 9.29 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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