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Kaken Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.61% (-0.54%)
Analysis last updated: Sunday, February 15, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kaken Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.70995.63
α0.09597.12
β0.852536.66
γ1-0.0990-2.14
γ20.27573.83
γ3-0.3373-5.24
γ40.22363.35
γ5-0.0739-1.25
γ60.04270.82
γ7-0.0356-0.74
γ8-0.0400-0.94
γ90.07711.65
γ10-0.0371-0.92
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts