Shinkin Central Bank APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:8.93% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 12.54 | |
| 0.2996 | 24.87 | |
| 0.7004 | 65.47 | |
| 0.0066 | 0.27 | |
| 1.6947 | 19.96 |
Estimation Period:
Dec 22, 2000 to Feb 13, 2026
Dec 22, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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