Skip to main content
V-Lab

Hisamitsu Pharmaceutical Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.79% (+0.50%)
Analysis last updated: Sunday, February 15, 2026 at 12:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hisamitsu Pharmaceutical Co SGARCH
paramt-stat
ω1.43026.90
α0.14545.45
β0.692515.37
γ10.01130.34
γ20.02880.59
γ3-0.1085-2.95
γ40.12593.61
γ5-0.1065-3.68
γ60.10983.63
γ7-0.0897-2.92
γ80.01540.43
γ90.03810.50
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts