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V-Lab

Kaken Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.80% (-0.43%)
Analysis last updated: Tuesday, February 17, 2026 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kaken Pharmaceutical Co Ltd SGARCH
paramt-stat
ω1.63585.46
α0.09577.12
β0.852636.53
γ1-0.1254-2.70
γ20.32094.48
γ3-0.3729-5.96
γ40.25643.94
γ5-0.1026-1.76
γ60.06411.23
γ7-0.0507-1.06
γ8-0.0245-0.57
γ90.05170.98
γ100.02120.27
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts