Otsuka Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.51% (+20.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8617 | 4.45 | |
| 0.1475 | 4.44 | |
| 0.4878 | 4.84 | |
| 0.6333 | 2.09 | |
| -0.8672 | -2.06 | |
| 0.3885 | 1.45 | |
| -0.5805 | -2.27 | |
| 0.9676 | 4.11 | |
| -0.9340 | -4.12 | |
| 0.4652 | 2.22 | |
| -0.0238 | -0.12 | |
| 0.0879 | 0.43 | |
| -0.2698 | -1.83 |
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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