Kaken Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.61% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7099 | 5.63 | |
| 0.0959 | 7.12 | |
| 0.8525 | 36.66 | |
| -0.0990 | -2.14 | |
| 0.2757 | 3.83 | |
| -0.3373 | -5.24 | |
| 0.2236 | 3.35 | |
| -0.0739 | -1.25 | |
| 0.0427 | 0.82 | |
| -0.0356 | -0.74 | |
| -0.0400 | -0.94 | |
| 0.0771 | 1.65 | |
| -0.0371 | -0.92 |
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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