Otsuka Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.99% (-5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0795 | 10.79 | |
| 0.5773 | 26.09 | |
| 0.1549 | 10.35 | |
| 0.0187 | 1.21 | |
| 0.0184 | 1.74 | |
| 0.9749 | 65.13 |
Estimation Period:
Dec 15, 2010 to Feb 10, 2026
Dec 15, 2010 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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