Kyorin Pharmaceutical GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.45% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4658 | 3.58 | |
| 0.0677 | 55.99 | |
| 0.9934 | 565.72 | |
| 3.9637 | 19.22 |
Estimation Period:
May 5, 1999 to Feb 13, 2026
May 5, 1999 to Feb 13, 2026
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