Santen Pharmaceutical Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.33% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9141 | 6.63 | |
| 0.1561 | 6.33 | |
| 0.5416 | 8.76 | |
| 0.1338 | 2.61 | |
| -0.1158 | -1.49 | |
| -0.0963 | -2.00 | |
| 0.1605 | 4.17 | |
| -0.1587 | -3.77 | |
| 0.1556 | 3.52 | |
| -0.1333 | -3.25 | |
| 0.0674 | 1.73 | |
| -0.0128 | -0.32 | |
| 0.0026 | 0.08 |
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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