Daiichi Sankyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.63% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 21.11 | |
| 0.0589 | 23.66 | |
| 0.9008 | 391.33 | |
| 0.0503 | 9.34 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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