Genky Drugstores Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.07% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7855 | 3.77 | |
| 0.2096 | 7.56 | |
| 0.5433 | 11.31 | |
| -0.1829 | -0.89 | |
| 0.4270 | 1.34 | |
| -0.3991 | -1.56 | |
| 0.0733 | 0.34 | |
| 0.4746 | 3.44 | |
| -0.7425 | -6.81 | |
| 0.4175 | 3.78 | |
| -0.0001 | -0.00 | |
| -0.1609 | -1.14 | |
| 0.2325 | 1.18 |
Estimation Period:
Jun 10, 2003 to Feb 13, 2026
Jun 10, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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