Otsuka Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.42% (+14.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4841 | 23.65 | |
| 0.2848 | 11.49 | |
| 0.3360 | 13.95 | |
| -0.1689 | -5.94 |
Estimation Period:
Dec 15, 2010 to Feb 6, 2026
Dec 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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