Otsuka Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.29% (-9.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8677 | 4.47 | |
| 0.1464 | 4.44 | |
| 0.4921 | 4.89 | |
| 0.6604 | 2.18 | |
| -0.9141 | -2.18 | |
| 0.4256 | 1.58 | |
| -0.6136 | -2.39 | |
| 0.9975 | 4.23 | |
| -0.9595 | -4.22 | |
| 0.4854 | 2.31 | |
| -0.0403 | -0.19 | |
| 0.1058 | 0.44 | |
| -0.3041 | -0.84 |
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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