Daiichi Sankyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.14% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 21.08 | |
| 0.0589 | 23.67 | |
| 0.9008 | 391.47 | |
| 0.0505 | 9.37 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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