Daiichi Sankyo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.72% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9872 | 7.19 | |
| 0.1003 | 8.19 | |
| 0.8534 | 52.20 | |
| 0.0258 | 2.70 | |
| -0.0468 | -3.26 | |
| 0.0282 | 2.67 | |
| 0.0061 | 0.58 | |
| -0.0320 | -2.02 |
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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