Otsuka Shokai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.53% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8912 | 4.67 | |
| 0.1565 | 5.54 | |
| 0.5861 | 10.07 | |
| 0.0473 | 0.54 | |
| -0.0318 | -0.27 | |
| 0.0629 | 0.82 | |
| -0.2544 | -3.50 | |
| 0.3982 | 4.89 | |
| -0.3881 | -3.08 | |
| 0.2651 | 1.86 | |
| -0.1593 | -1.33 | |
| 0.0268 | 0.19 | |
| 0.2069 | 1.22 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Otsuka Shokai Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities