Mochida Pharmaceutical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.45% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 17.92 | |
| 0.0638 | 16.16 | |
| 0.9141 | 283.78 | |
| 0.0217 | 3.08 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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