Shinnihonseiyaku Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.31% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.3980 | 28.72 | |
| 0.2106 | 8.44 | |
| -0.2575 | -12.18 | |
| 0.0527 | 0.69 | |
| 0.1157 | 2.86 | |
| 0.8659 | 16.10 |
Estimation Period:
Jun 27, 2019 to Feb 13, 2026
Jun 27, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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