Kaken Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.41% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7985 | 4.27 | |
| 0.0635 | 68.23 | |
| 0.9957 | 1,043.75 | |
| 4.4811 | 22.67 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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