Kyorin Pharmaceutical AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.09% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0991 | 16.49 | |
| 0.1105 | 32.02 | |
| 0.8668 | 279.98 | |
| 0.4204 | 8.49 |
Estimation Period:
May 5, 1999 to Feb 13, 2026
May 5, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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