Hisamitsu Pharmaceutical Co EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.62% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0884 | 16.15 | |
| 0.1933 | 25.50 | |
| 0.9429 | 235.54 | |
| -0.0374 | -5.94 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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