Santen Pharmaceutical Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.74% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9837 | 6.86 | |
| 0.1567 | 6.36 | |
| 0.5352 | 8.67 | |
| 0.1448 | 2.84 | |
| -0.1269 | -1.63 | |
| -0.1031 | -2.15 | |
| 0.1780 | 4.61 | |
| -0.1804 | -4.30 | |
| 0.1762 | 4.03 | |
| -0.1508 | -3.73 | |
| 0.0822 | 2.13 | |
| -0.0272 | -0.66 | |
| 0.0235 | 0.31 |
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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