Shionogi & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.19% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 18.05 | |
| 0.1838 | 36.65 | |
| 0.9672 | 616.02 | |
| -0.0407 | -8.91 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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