Kaken Pharmaceutical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.75% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1080 | 18.50 | |
| 0.5442 | 40.85 | |
| 0.1184 | 14.63 | |
| 0.0247 | 2.24 | |
| 0.0493 | 3.86 | |
| 0.9435 | 66.16 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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