Taiko Pharmaceutical Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.88% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1446 | 4.16 | |
| 0.1978 | 4.53 | |
| 0.6510 | 9.05 | |
| -0.1703 | -0.66 | |
| 0.6117 | 1.70 | |
| -0.8100 | -3.51 | |
| 0.4647 | 1.87 | |
| 0.1720 | 0.67 | |
| -0.4490 | -1.73 | |
| 0.1077 | 0.42 | |
| 0.1468 | 0.63 | |
| -0.0865 | -0.55 |
Estimation Period:
Mar 20, 2009 to Feb 13, 2026
Mar 20, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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