Santen Pharmaceutical GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.10% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1901 | 12.76 | |
| 0.0538 | 9.68 | |
| 0.8797 | 119.98 | |
| 0.0342 | 4.25 |
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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