Kaken Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.80% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6358 | 5.46 | |
| 0.0957 | 7.12 | |
| 0.8526 | 36.53 | |
| -0.1254 | -2.70 | |
| 0.3209 | 4.48 | |
| -0.3729 | -5.96 | |
| 0.2564 | 3.94 | |
| -0.1026 | -1.76 | |
| 0.0641 | 1.23 | |
| -0.0507 | -1.06 | |
| -0.0245 | -0.57 | |
| 0.0517 | 0.98 | |
| 0.0212 | 0.27 |
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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