Daiichi Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.61% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 13.64 | |
| 0.2016 | 18.55 | |
| 0.9379 | 234.93 | |
| 0.0571 | 5.73 |
Estimation Period:
Dec 6, 2000 to Feb 10, 2026
Dec 6, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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