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V-Lab

Santen Pharmaceutical Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.74% (-1.00%)
Analysis last updated: Tuesday, February 17, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Santen Pharmaceutical SGARCH
paramt-stat
ω1.98376.86
α0.15676.36
β0.53528.67
γ10.14482.84
γ2-0.1269-1.63
γ3-0.1031-2.15
γ40.17804.61
γ5-0.1804-4.30
γ60.17624.03
γ7-0.1508-3.73
γ80.08222.13
γ9-0.0272-0.66
γ100.02350.31
Estimation Period:
Jan 11, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts