Japan Foundation Engineering APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.17% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3175 | 7.22 | |
| 0.1395 | 19.14 | |
| 0.7973 | 110.43 | |
| 0.0211 | 1.13 | |
| 1.5745 | 14.09 |
Estimation Period:
Dec 8, 1993 to Feb 6, 2026
Dec 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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