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Hisamitsu Pharmaceutical Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.43% (-2.38%)
Analysis last updated: Tuesday, February 17, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hisamitsu Pharmaceutical Co S0GARCH
paramt-stat
ω1.46066.99
α0.14915.52
β0.683315.17
γ10.02210.68
γ20.00940.19
γ3-0.0919-2.50
γ40.11023.16
γ5-0.0927-3.19
γ60.09973.31
γ7-0.0854-2.82
γ80.01950.60
γ90.01740.57
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts