Kyorin Pharmaceutical GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.52% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 17.37 | |
| 0.0737 | 16.43 | |
| 0.8775 | 275.00 | |
| 0.0627 | 8.21 |
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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