Kissei Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.35% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3536 | 20.81 | |
| 0.0892 | 15.73 | |
| 0.7814 | 107.23 | |
| 0.0690 | 5.85 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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