Santen Pharmaceutical EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.81% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 11.04 | |
| 0.1095 | 19.54 | |
| 0.9728 | 430.82 | |
| -0.0328 | -6.26 |
Estimation Period:
Jan 11, 1990 to Feb 13, 2026
Jan 11, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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