Otsuka Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.15% (-4.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4166 | 13.99 | |
| 0.0810 | 12.23 | |
| 0.6915 | 42.30 | |
| 0.1331 | 5.64 |
Estimation Period:
Dec 15, 2010 to Feb 13, 2026
Dec 15, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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