Otsuka Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3007 | 14.52 | |
| 0.2237 | 9.30 | |
| -0.1902 | -8.45 | |
| 0.0218 | 0.44 | |
| 0.0110 | 0.69 | |
| 0.9825 | 33.54 |
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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