Matsukiyococokara & Co APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.76% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 11.48 | |
| 0.0652 | 21.38 | |
| 0.9348 | 272.94 | |
| 0.2297 | 9.29 | |
| 1.2570 | 31.41 |
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Aug 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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