Kissei Pharmaceutical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.98% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1305 | 24.61 | |
| 0.5436 | 33.54 | |
| 0.0826 | 6.38 | |
| 0.0131 | 1.44 | |
| 0.0089 | 2.20 | |
| 0.9872 | 158.41 |
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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