Sanno Co Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.12% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5616 | 8.42 | |
| 0.2345 | 30.71 | |
| 0.7330 | 78.07 | |
| -0.1018 | -5.26 | |
| 1.4805 | 18.94 |
Estimation Period:
Oct 25, 2007 to Feb 10, 2026
Oct 25, 2007 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities