Hisamitsu Pharmaceutical Co GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.52% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1898 | 15.38 | |
| 0.0924 | 28.92 | |
| 0.8615 | 168.99 |
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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