Santen Pharmaceutical GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.78% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1855 | 12.53 | |
| 0.0705 | 17.19 | |
| 0.8812 | 119.55 |
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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